-39.9%
BTDR vs TYL
-14.7%
-25.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -2.3% | +15.6% | +13.4% |
| 7D | -10.4% | +6.7% | -17.0% | -10.7% |
| 30D | -42.2% | +26.5% | -68.7% | -43.2% |
| 3M | -42.8% | +37.3% | -80.1% | -44.5% |
| 6M | -60.2% | +31.2% | -91.3% | -61.5% |
| YTD | -46.3% | -7.4% | -39.0% | -44.5% |
| 1Y | -71.7% | -9.6% | -62.1% | -70.6% |
| 3Y | +54.6% | +1.9% | +52.7% | +63.6% |
| 5Y | -39.5% | -21.1% | -18.4% | -35.5% |
| All | -39.9% | -14.7% | -25.1% | -35.7% |
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