+269.1%
BLK vs TYL
+100.8%
+168.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.1% |
| 7D | -5.2% | -11.5% | +6.4% | -0.7% |
| 30D | -7.0% | +3.9% | -10.9% | -8.6% |
| 3M | +5.7% | +10.8% | -5.1% | +0.5% |
| 6M | +11.0% | -5.3% | +16.3% | +11.3% |
| YTD | +0.9% | -26.1% | +27.0% | +10.9% |
| 1Y | -1.6% | -38.5% | +36.9% | +16.8% |
| 3Y | +64.5% | -14.5% | +78.9% | +63.9% |
| 5Y | +30.9% | -28.9% | +59.7% | +37.6% |
| All | +269.1% | +100.8% | +168.3% | +157.9% |
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