+680.4%
BX vs TYL
+176.1%
+504.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.9% |
| 7D | +1.8% | +6.7% | -4.9% | -1.4% |
| 30D | +7.9% | +26.5% | -18.7% | -4.4% |
| 3M | -9.6% | +37.3% | -46.9% | -23.5% |
| 6M | -2.3% | +31.2% | -33.4% | -16.7% |
| YTD | -19.3% | -7.4% | -11.9% | -18.7% |
| 1Y | -13.2% | -9.6% | -3.7% | -11.5% |
| 3Y | +33.8% | +1.9% | +31.9% | +23.4% |
| 5Y | 0.0% | -21.1% | +21.1% | +2.6% |
| All | +680.4% | +176.1% | +504.3% | +403.2% |
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