+26.9%
BMY vs TYL
-8.1%
+35.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.2% | -1.6% |
| 7D | +0.4% | -3.7% | +4.0% | +0.6% |
| 30D | +5.0% | +18.7% | -13.7% | +3.7% |
| 3M | +19.4% | +18.1% | +1.3% | +17.8% |
| 6M | +9.5% | -1.1% | +10.7% | +8.8% |
| YTD | +28.1% | -19.8% | +47.9% | +28.7% |
| 1Y | +50.0% | -34.3% | +84.3% | +52.5% |
| All | +26.9% | -8.1% | +35.0% | +29.5% |
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 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