+76.1%
BND vs TYL
+3,240.4%
-3,164.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.1% |
| 7D | 0.0% | +6.7% | -6.6% | 0.0% |
| 30D | +2.3% | +26.5% | -24.3% | +2.3% |
| 3M | -0.2% | +37.3% | -37.5% | -0.2% |
| 6M | -1.0% | +31.2% | -32.1% | -1.0% |
| YTD | -0.4% | -7.4% | +7.0% | -0.4% |
| 1Y | -0.1% | -9.6% | +9.4% | -0.1% |
| 3Y | +15.1% | +1.9% | +13.2% | +15.2% |
| 5Y | -1.5% | -21.1% | +19.6% | -1.8% |
| 10Y | +16.0% | +171.8% | -155.7% | +19.0% |
| All | +76.1% | +3,240.4% | -3,164.3% | +95.6% |
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