+898.5%
BSX vs TYL
+8,311.2%
-7,412.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -2.0% | -4.0% |
| 7D | +1.8% | +6.7% | -4.8% | +1.1% |
| 30D | +2.8% | +26.5% | -23.7% | -0.1% |
| 3M | -13.3% | +37.3% | -50.6% | -16.6% |
| 6M | -23.7% | +31.2% | -54.8% | -26.3% |
| YTD | -55.2% | -7.4% | -47.8% | -55.2% |
| 1Y | -56.8% | -9.6% | -47.3% | -56.7% |
| 3Y | -19.0% | +1.9% | -20.9% | -20.4% |
| 5Y | -0.9% | -21.1% | +20.2% | -0.5% |
| 10Y | +98.3% | +171.8% | -73.5% | +73.1% |
| All | +898.5% | +8,311.2% | -7,412.7% | +477.2% |
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