+15.5%
BND vs TYL
+106.7%
-91.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | 0.0% |
| 7D | +0.1% | -7.6% | +7.7% | +0.4% |
| 30D | -0.4% | +11.3% | -11.7% | -0.7% |
| 3M | -0.2% | +14.5% | -14.7% | -0.7% |
| 6M | -1.2% | -7.1% | +6.0% | -1.0% |
| YTD | -0.3% | -23.4% | +23.1% | +0.4% |
| 1Y | +0.4% | -38.6% | +39.0% | +1.8% |
| 3Y | +13.4% | -11.3% | +24.7% | +13.4% |
| 5Y | -1.5% | -28.0% | +26.4% | -1.6% |
| 10Y | +15.5% | +104.9% | -89.4% | +14.9% |
| All | +15.5% | +106.7% | -91.2% | +14.9% |
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