+13,325.9%
BLK vs TYL
+8,103.5%
+5,222.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.4% |
| 7D | -3.6% | -3.7% | +0.1% | -3.0% |
| 30D | -1.0% | +18.7% | -19.7% | -4.2% |
| 3M | +10.4% | +18.1% | -7.8% | +6.5% |
| 6M | +8.2% | -1.1% | +9.3% | +7.4% |
| YTD | +6.0% | -19.8% | +25.8% | +9.0% |
| 1Y | +3.3% | -34.3% | +37.7% | +10.2% |
| 3Y | +70.3% | -8.2% | +78.5% | +69.5% |
| 5Y | +34.5% | -25.4% | +59.9% | +38.0% |
| 10Y | +281.9% | +115.6% | +166.3% | +227.8% |
| All | +13,325.9% | +8,103.5% | +5,222.4% | +7,937.2% |
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 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