+58.2%
BMY vs TYL
+169.5%
-111.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.9% |
| 7D | +1.8% | +4.3% | -2.5% | +1.1% |
| 30D | +6.2% | +28.0% | -21.7% | +2.3% |
| 3M | -2.1% | +32.3% | -34.5% | -6.3% |
| 6M | +14.3% | +29.9% | -15.7% | +9.3% |
| YTD | +21.6% | -7.1% | +28.7% | +21.7% |
| 1Y | +38.8% | -9.2% | +48.0% | +39.4% |
| 3Y | +42.9% | +0.7% | +42.2% | +39.2% |
| 5Y | +30.1% | -21.1% | +51.1% | +32.2% |
| 10Y | +58.2% | +180.8% | -122.6% | +17.5% |
| All | +58.2% | +169.5% | -111.4% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling