+680.0%
BX vs TYL
+185.3%
+494.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | -2.8% | +0.5% | -3.4% | -3.2% |
| 30D | +7.3% | +25.2% | -17.9% | -4.4% |
| 3M | -16.3% | +31.8% | -48.1% | -27.8% |
| 6M | +2.5% | +36.3% | -33.8% | -14.3% |
| YTD | -17.6% | -6.3% | -11.3% | -17.5% |
| 1Y | -12.4% | -9.5% | -2.9% | -10.6% |
| 3Y | +36.2% | +1.6% | +34.5% | +25.8% |
| 5Y | +3.0% | -21.8% | +24.7% | +6.1% |
| 10Y | +680.0% | +183.3% | +496.7% | +392.1% |
| All | +680.0% | +185.3% | +494.7% | +392.1% |
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