+7,943.2%
BHP vs TYL
+12,593.6%
-4,650.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.1% |
| 7D | -2.9% | -3.7% | +0.8% | -2.5% |
| 30D | +3.4% | +18.7% | -15.4% | +1.4% |
| 3M | +4.1% | +18.1% | -14.1% | +1.9% |
| 6M | +20.6% | -1.1% | +21.7% | +19.9% |
| YTD | +56.1% | -19.8% | +75.9% | +58.2% |
| 1Y | +69.6% | -34.3% | +103.9% | +75.6% |
| 3Y | +78.8% | -8.2% | +87.0% | +77.7% |
| 5Y | +113.1% | -25.4% | +138.5% | +114.8% |
| 10Y | +505.9% | +115.6% | +390.3% | +445.3% |
| All | +7,943.2% | +12,593.6% | -4,650.5% | +4,945.6% |
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