+1,364.9%
BP vs TYL
+14,906.9%
-13,542.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.1% |
| 7D | -11.2% | +15.1% | -26.3% | -12.1% |
| 30D | -0.7% | +30.1% | -30.7% | -2.4% |
| 3M | +9.8% | +40.4% | -30.6% | +7.3% |
| 6M | -1.6% | +31.3% | -32.9% | -3.6% |
| YTD | +33.5% | -5.2% | +38.7% | +33.1% |
| 1Y | +31.7% | -6.6% | +38.3% | +31.5% |
| 3Y | +45.1% | +3.4% | +41.7% | +43.3% |
| 5Y | +105.9% | -19.3% | +125.2% | +105.1% |
| 10Y | +134.4% | +178.1% | -43.7% | +115.0% |
| All | +1,364.9% | +14,906.9% | -13,542.0% | +1,063.6% |
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