-19.0%
BSX vs TYL
+2.6%
-21.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -2.0% | -3.8% |
| 7D | +1.8% | +6.7% | -4.8% | +0.7% |
| 30D | +2.8% | +26.5% | -23.7% | -1.1% |
| 3M | -13.3% | +37.3% | -50.6% | -17.7% |
| 6M | -23.7% | +31.2% | -54.8% | -27.3% |
| YTD | -55.2% | -7.4% | -47.8% | -54.8% |
| 1Y | -56.8% | -9.6% | -47.3% | -56.3% |
| 3Y | -19.0% | +1.9% | -20.9% | -17.0% |
| All | -19.0% | +2.6% | -21.6% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling