+710.1%
BX vs TYL
+174.6%
+535.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.1% |
| 7D | +3.3% | +3.5% | -0.3% | +1.5% |
| 30D | +9.6% | +26.9% | -17.3% | -3.0% |
| 3M | -8.7% | +33.8% | -42.5% | -21.8% |
| 6M | +2.2% | +28.8% | -26.6% | -12.0% |
| YTD | -16.2% | -7.9% | -8.3% | -15.3% |
| 1Y | -11.5% | -9.8% | -1.7% | -9.7% |
| 3Y | +41.0% | +1.2% | +39.8% | +30.5% |
| 5Y | +1.1% | -22.8% | +23.9% | +4.8% |
| 10Y | +710.1% | +168.8% | +541.3% | +423.8% |
| All | +710.1% | +174.6% | +535.6% | +423.8% |
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