+96.5%
BLK vs TYL
+1.8%
+94.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +5.2% | +4.3% | +0.9% | +4.5% |
| 30D | +12.9% | +28.0% | -15.0% | +8.0% |
| 3M | +8.6% | +32.3% | -23.8% | +3.0% |
| 6M | +13.9% | +29.9% | -16.0% | +8.0% |
| YTD | +16.1% | -7.1% | +23.2% | +19.4% |
| 1Y | +15.3% | -9.2% | +24.5% | +19.4% |
| 3Y | +96.5% | +0.7% | +95.8% | +105.3% |
| All | +96.5% | +1.8% | +94.7% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling