+679.5%
BX vs TYL
+106.7%
+572.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | +0.6% |
| 7D | -2.0% | -7.6% | +5.6% | +1.9% |
| 30D | -2.3% | +11.3% | -13.6% | -7.8% |
| 3M | +18.5% | +14.5% | +4.0% | +9.2% |
| 6M | +23.7% | -7.1% | +30.9% | +26.0% |
| YTD | -10.4% | -23.4% | +13.0% | -0.2% |
| 1Y | -19.6% | -38.6% | +19.0% | +0.8% |
| 3Y | +30.8% | -11.3% | +42.1% | +29.0% |
| 5Y | +24.3% | -28.0% | +52.3% | +34.9% |
| 10Y | +679.5% | +104.9% | +574.6% | +471.4% |
| All | +679.5% | +106.7% | +572.8% | +471.4% |
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