+69.6%
BLK vs TYL
-10.9%
+80.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.0% |
| 7D | -2.4% | -7.6% | +5.2% | -0.9% |
| 30D | -3.1% | +11.3% | -14.4% | -5.3% |
| 3M | +10.7% | +14.5% | -3.8% | +7.2% |
| 6M | +15.9% | -7.1% | +23.0% | +17.7% |
| YTD | +4.0% | -23.4% | +27.4% | +11.3% |
| 1Y | +1.3% | -38.6% | +39.8% | +16.6% |
| 3Y | +69.6% | -11.3% | +80.9% | +69.2% |
| All | +69.6% | -10.9% | +80.4% | +69.2% |
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 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