+168.9%
TYL vs BB
+23.8%
+145.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -2.8% |
| 7D | +6.7% | +3.8% | +2.9% | +6.1% |
| 30D | +26.5% | -0.3% | +26.9% | +26.0% |
| 3M | +37.3% | -0.5% | +37.7% | +36.2% |
| 6M | +31.2% | +45.9% | -14.8% | +21.1% |
| YTD | -7.4% | +130.6% | -138.0% | -20.2% |
| 1Y | -9.6% | +89.2% | -98.7% | -20.2% |
| 3Y | +1.9% | +137.5% | -135.6% | -16.6% |
| 5Y | -21.1% | -20.9% | -0.2% | -28.0% |
| All | +168.9% | +23.8% | +145.1% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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