+14,604.7%
BLK vs TYL
+9,456.3%
+5,148.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.7% | +0.8% | +2.9% | +3.6% |
| 30D | +13.9% | +21.1% | -7.2% | +9.7% |
| 3M | +3.9% | +28.9% | -25.0% | -1.3% |
| 6M | +13.0% | +42.0% | -29.0% | +4.8% |
| YTD | +16.1% | -6.6% | +22.7% | +15.7% |
| 1Y | +16.8% | -9.1% | +25.8% | +16.9% |
| 3Y | +97.7% | +1.8% | +95.8% | +92.5% |
| 5Y | +42.1% | -22.9% | +65.0% | +44.2% |
| 10Y | +321.3% | +182.3% | +139.0% | +244.4% |
| All | +14,604.7% | +9,456.3% | +5,148.4% | +8,429.6% |
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