+14,595.6%
BLK vs TYL
+9,402.2%
+5,193.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +5.2% | +4.3% | +0.9% | +4.4% |
| 30D | +12.9% | +28.0% | -15.0% | +7.6% |
| 3M | +8.6% | +32.3% | -23.8% | +2.6% |
| 6M | +13.9% | +29.9% | -16.0% | +7.4% |
| YTD | +16.1% | -7.1% | +23.2% | +15.7% |
| 1Y | +15.3% | -9.2% | +24.5% | +15.4% |
| 3Y | +96.5% | +0.7% | +95.8% | +91.8% |
| 5Y | +43.8% | -21.1% | +64.9% | +45.4% |
| 10Y | +316.8% | +180.8% | +135.9% | +241.0% |
| All | +14,595.6% | +9,402.2% | +5,193.4% | +8,433.4% |
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