+106.2%
BP vs TYL
-22.0%
+128.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -6.3% | +4.3% | -10.6% | -6.6% |
| 30D | -3.6% | +28.0% | -31.6% | -5.2% |
| 3M | +5.2% | +32.3% | -27.1% | +3.1% |
| 6M | +5.3% | +29.9% | -24.6% | +3.2% |
| YTD | +33.1% | -7.1% | +40.2% | +33.7% |
| 1Y | +26.3% | -9.2% | +35.5% | +27.0% |
| 3Y | +47.5% | +0.7% | +46.8% | +45.0% |
| 5Y | +106.2% | -21.1% | +127.2% | +102.5% |
| All | +106.2% | -22.0% | +128.2% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling