+967.7%
BX vs TYL
+2,903.5%
-1,935.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +0.9% |
| 7D | -4.4% | -3.7% | -0.7% | -2.6% |
| 30D | +0.1% | +18.7% | -18.7% | -8.6% |
| 3M | +16.0% | +18.1% | -2.1% | +5.1% |
| 6M | +21.6% | -1.1% | +22.7% | +19.6% |
| YTD | -8.9% | -19.8% | +10.9% | -1.5% |
| 1Y | -16.6% | -34.3% | +17.7% | -0.3% |
| 3Y | +43.3% | -8.2% | +51.6% | +39.8% |
| 5Y | +25.7% | -25.4% | +51.1% | +36.2% |
| 10Y | +689.5% | +115.6% | +573.9% | +375.5% |
| All | +967.7% | +2,903.5% | -1,935.8% | +18.3% |
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