-69.4%
BTDR vs TYL
-10.1%
-59.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.7% | -10.3% | -4.0% |
| 7D | -17.6% | +17.3% | -34.8% | -12.8% |
| 30D | -40.3% | +28.9% | -69.2% | -35.1% |
| 3M | -42.6% | +35.1% | -77.7% | -36.6% |
| 6M | -46.3% | +29.3% | -75.6% | -40.2% |
| YTD | -41.7% | -6.8% | -35.0% | -37.8% |
| 1Y | -69.4% | -9.9% | -59.5% | -68.7% |
| All | -69.4% | -10.1% | -59.3% | -68.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling