+116.8%
BHP vs TYL
-21.3%
+138.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +2.0% |
| 7D | +0.9% | +6.7% | -5.7% | +0.1% |
| 30D | -6.3% | +26.5% | -32.8% | -9.4% |
| 3M | -7.1% | +37.3% | -44.4% | -11.6% |
| 6M | -3.2% | +31.2% | -34.4% | -7.7% |
| YTD | +37.9% | -7.4% | +45.2% | +40.7% |
| 1Y | +49.7% | -9.6% | +59.2% | +53.6% |
| 3Y | +51.7% | +1.9% | +49.8% | +48.3% |
| All | +116.8% | -21.3% | +138.1% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling