-33.9%
BTDR vs TYL
-15.2%
-18.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.5% | +9.9% |
| 7D | +7.1% | +3.5% | +3.6% | +6.9% |
| 30D | -31.4% | +26.9% | -58.3% | -32.7% |
| 3M | -39.2% | +33.8% | -73.1% | -40.9% |
| 6M | -50.9% | +28.8% | -79.8% | -52.4% |
| YTD | -41.0% | -7.9% | -33.2% | -39.0% |
| 1Y | -69.9% | -9.8% | -60.2% | -68.8% |
| 3Y | +87.3% | +1.2% | +86.1% | +98.1% |
| 5Y | -33.6% | -22.8% | -10.8% | -29.2% |
| All | -33.9% | -15.2% | -18.7% | -29.3% |
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