+76.4%
BND vs TYL
+2,791.4%
-2,715.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | 0.0% |
| 7D | -0.1% | -3.7% | +3.5% | -0.1% |
| 30D | -0.4% | +18.7% | -19.1% | -0.4% |
| 3M | -0.6% | +18.1% | -18.8% | -0.6% |
| 6M | -1.4% | -1.1% | -0.3% | -1.4% |
| YTD | -0.2% | -19.8% | +19.6% | -0.2% |
| 1Y | +1.3% | -34.3% | +35.6% | +1.3% |
| 3Y | +13.2% | -8.2% | +21.4% | +13.3% |
| 5Y | -1.6% | -25.4% | +23.9% | -1.7% |
| 10Y | +15.5% | +115.6% | -100.1% | +18.2% |
| All | +76.4% | +2,791.4% | -2,715.1% | +95.9% |
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 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