+1,016.5%
BSX vs TYL
+7,180.6%
-6,164.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +2.3% |
| 7D | +2.0% | -3.7% | +5.7% | +2.5% |
| 30D | +0.1% | +18.7% | -18.6% | -2.0% |
| 3M | -2.1% | +18.1% | -20.3% | -4.3% |
| 6M | -33.8% | -1.1% | -32.7% | -34.0% |
| YTD | -49.9% | -19.8% | -30.1% | -49.0% |
| 1Y | -55.4% | -34.3% | -21.1% | -53.6% |
| 3Y | -10.9% | -8.2% | -2.6% | -11.2% |
| 5Y | +6.4% | -25.4% | +31.8% | +7.7% |
| 10Y | +97.0% | +115.6% | -18.5% | +76.7% |
| All | +1,016.5% | +7,180.6% | -6,164.1% | +556.8% |
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