+28.6%
BMY vs TYL
-21.3%
+50.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.4% |
| 7D | -0.5% | +6.7% | -7.2% | -1.0% |
| 30D | +4.1% | +26.5% | -22.5% | +2.4% |
| 3M | -2.1% | +37.3% | -39.4% | -4.2% |
| 6M | +12.2% | +31.2% | -19.0% | +9.9% |
| YTD | +20.3% | -7.4% | +27.7% | +19.7% |
| 1Y | +39.2% | -9.6% | +48.8% | +38.6% |
| 3Y | +35.6% | +1.9% | +33.7% | +34.6% |
| All | +28.6% | -21.3% | +50.0% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling