+1,749.1%
BMY vs TYL
+12,593.6%
-10,844.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.9% |
| 3M | +19.4% | +18.1% | +1.3% | +18.1% |
| 6M | +9.5% | -1.1% | +10.7% | +9.4% |
| YTD | +28.1% | -19.8% | +47.9% | +29.2% |
| 1Y | +50.0% | -34.3% | +84.3% | +53.0% |
| 3Y | +24.1% | -8.2% | +32.3% | +23.7% |
| 5Y | +25.0% | -25.4% | +50.4% | +25.3% |
| 10Y | +68.7% | +115.6% | -46.9% | +58.7% |
| All | +1,749.1% | +12,593.6% | -10,844.5% | +1,349.6% |
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 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