+17.6%
BND vs TYL
+174.6%
-156.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +0.4% | +3.5% | -3.1% | +0.3% |
| 30D | +2.0% | +26.9% | -24.9% | +1.3% |
| 3M | -0.4% | +33.8% | -34.2% | -1.3% |
| 6M | -0.9% | +28.8% | -29.8% | -1.8% |
| YTD | -0.3% | -7.9% | +7.5% | -0.2% |
| 1Y | 0.0% | -9.8% | +9.7% | +0.1% |
| 3Y | +15.1% | +1.2% | +13.9% | +14.6% |
| 5Y | -1.5% | -22.8% | +21.3% | -2.0% |
| 10Y | +17.6% | +168.8% | -151.2% | +16.5% |
| All | +17.6% | +174.6% | -156.9% | +16.5% |
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