+7,006.5%
BHP vs TYL
+14,564.8%
-7,558.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +1.9% |
| 7D | +0.9% | +6.7% | -5.7% | +0.2% |
| 30D | -6.3% | +26.5% | -32.8% | -8.7% |
| 3M | -7.1% | +37.3% | -44.4% | -10.5% |
| 6M | -3.2% | +31.2% | -34.4% | -6.7% |
| YTD | +37.9% | -7.4% | +45.2% | +37.3% |
| 1Y | +49.7% | -9.6% | +59.2% | +49.4% |
| 3Y | +51.7% | +1.9% | +49.8% | +48.7% |
| 5Y | +122.0% | -21.1% | +143.1% | +121.9% |
| 10Y | +382.4% | +171.8% | +210.6% | +322.9% |
| All | +7,006.5% | +14,564.8% | -7,558.3% | +4,278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling