+49.0%
BHP vs TYL
-8.3%
+57.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +1.3% |
| 7D | +0.9% | +6.7% | -5.7% | +2.0% |
| 30D | -6.3% | +26.5% | -32.8% | -2.7% |
| 3M | -7.1% | +37.3% | -44.4% | -2.3% |
| 6M | -3.2% | +31.2% | -34.4% | +1.8% |
| YTD | +37.9% | -7.4% | +45.2% | +41.9% |
| All | +49.0% | -8.3% | +57.3% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling