+928.2%
BSX vs TYL
+8,263.6%
-7,335.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.5% | +3.0% |
| 7D | -0.7% | +3.5% | -4.2% | -1.1% |
| 30D | +3.0% | +26.9% | -23.9% | +0.1% |
| 3M | -10.7% | +33.8% | -44.6% | -13.9% |
| 6M | -18.4% | +28.8% | -47.2% | -21.1% |
| YTD | -53.8% | -7.9% | -46.0% | -53.8% |
| 1Y | -56.0% | -9.8% | -46.2% | -55.8% |
| 3Y | -14.4% | +1.2% | -15.6% | -15.7% |
| 5Y | +2.9% | -22.8% | +25.7% | +3.6% |
| 10Y | +101.6% | +168.8% | -67.2% | +76.2% |
| All | +928.2% | +8,263.6% | -7,335.4% | +494.8% |
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