+54.6%
BTDR vs TYL
+2.6%
+52.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -2.3% | +15.6% | +13.4% |
| 7D | -10.4% | +6.7% | -17.0% | -10.9% |
| 30D | -42.2% | +26.5% | -68.7% | -43.8% |
| 3M | -42.8% | +37.3% | -80.1% | -45.5% |
| 6M | -60.2% | +31.2% | -91.3% | -62.4% |
| YTD | -46.3% | -7.4% | -39.0% | -40.0% |
| 1Y | -71.7% | -9.6% | -62.1% | -68.0% |
| 3Y | +54.6% | +1.9% | +52.7% | +54.5% |
| All | +54.6% | +2.6% | +52.1% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling