+30.3%
BIL vs TYL
+3,436.3%
-3,406.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -0.3% | +15.1% | -15.4% | -0.2% |
| 30D | 0.0% | +30.1% | -30.1% | 0.0% |
| 3M | +0.3% | +40.4% | -40.1% | +0.3% |
| 6M | +1.2% | +31.3% | -30.1% | +1.2% |
| YTD | +2.4% | -5.2% | +7.6% | +2.4% |
| 1Y | +3.0% | -6.6% | +9.6% | +3.0% |
| 3Y | +13.1% | +3.4% | +9.7% | +13.1% |
| 5Y | +19.4% | -19.3% | +38.7% | +19.4% |
| 10Y | +25.2% | +178.1% | -153.0% | +25.4% |
| All | +30.3% | +3,436.3% | -3,406.0% | +31.2% |
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