+83.7%
BSX vs TYL
+106.7%
-22.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.4% | -4.6% |
| 7D | -6.4% | -7.6% | +1.2% | -4.2% |
| 30D | -8.8% | +11.3% | -20.1% | -11.9% |
| 3M | -7.6% | +14.5% | -22.1% | -11.9% |
| 6M | -37.0% | -7.1% | -29.8% | -36.2% |
| YTD | -52.8% | -23.4% | -29.4% | -49.8% |
| 1Y | -58.4% | -38.6% | -19.8% | -52.4% |
| 3Y | -16.5% | -11.3% | -5.2% | -17.9% |
| 5Y | -1.2% | -28.0% | +26.8% | +2.1% |
| 10Y | +83.7% | +104.9% | -21.1% | +26.6% |
| All | +83.7% | +106.7% | -22.9% | +26.6% |
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 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