+121.4%
BKR vs TYL
+100.8%
+20.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -6.3% |
| 7D | -6.7% | -11.5% | +4.9% | -4.5% |
| 30D | -8.3% | +3.9% | -12.2% | -9.2% |
| 3M | -5.4% | +10.8% | -16.2% | -7.9% |
| 6M | +0.8% | -5.3% | +6.1% | +1.0% |
| YTD | +31.8% | -26.1% | +57.9% | +38.8% |
| 1Y | +28.6% | -38.5% | +67.1% | +41.2% |
| 3Y | +71.2% | -14.5% | +85.7% | +71.5% |
| 5Y | +179.2% | -28.9% | +208.1% | +184.6% |
| All | +121.4% | +100.8% | +20.7% | +83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling