+26.7%
BTDR vs TYL
-29.5%
+56.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.5% | +6.8% | +2.7% |
| 7D | +22.4% | -7.6% | +30.0% | +23.3% |
| 30D | +16.5% | +11.3% | +5.1% | +15.0% |
| 3M | -31.5% | +14.5% | -46.0% | -33.1% |
| 6M | +74.0% | -7.1% | +81.2% | +76.2% |
| YTD | +13.0% | -23.4% | +36.4% | +18.8% |
| 1Y | -0.2% | -38.6% | +38.3% | +9.8% |
| 3Y | +9.9% | -11.3% | +21.2% | +18.0% |
| 5Y | +28.1% | -28.0% | +56.1% | +38.4% |
| All | +26.7% | -29.5% | +56.2% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling