+23.8%
BTDR vs TYL
-26.2%
+50.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.0% | +8.0% | +4.3% |
| 7D | +20.0% | -3.7% | +23.6% | +20.3% |
| 30D | +11.9% | +18.7% | -6.8% | +9.9% |
| 3M | -36.9% | +18.1% | -55.1% | -38.6% |
| 6M | +56.5% | -1.1% | +57.6% | +57.1% |
| YTD | +10.4% | -19.8% | +30.2% | +15.6% |
| 1Y | +3.1% | -34.3% | +37.4% | +12.4% |
| 3Y | -2.6% | -8.2% | +5.6% | +4.2% |
| 5Y | +25.2% | -25.4% | +50.6% | +35.0% |
| All | +23.8% | -26.2% | +50.0% | +33.9% |
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