-44.0%
BTDR vs TYL
-14.0%
-30.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.1% | -8.8% | -8.7% |
| 7D | -6.9% | +0.8% | -7.7% | -6.9% |
| 30D | -31.5% | +21.1% | -52.7% | -32.5% |
| 3M | -36.1% | +28.9% | -65.0% | -37.5% |
| 6M | -57.6% | +42.0% | -99.7% | -59.6% |
| YTD | -50.0% | -6.6% | -43.5% | -48.3% |
| 1Y | -49.6% | -9.1% | -40.5% | -47.6% |
| 3Y | +48.5% | +1.8% | +46.7% | +57.1% |
| 5Y | -43.8% | -22.9% | -20.9% | -40.1% |
| All | -44.0% | -14.0% | -30.0% | -40.1% |
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