+104.0%
TYL vs BB
+2.1%
+101.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -8.6% | +1.8% | -10.4% | -8.8% |
| 30D | +7.5% | -12.2% | +19.8% | +9.2% |
| 3M | +10.9% | -12.3% | +23.3% | +11.3% |
| 6M | -6.7% | +122.7% | -129.4% | -18.9% |
| YTD | -24.5% | +104.5% | -129.0% | -33.5% |
| 1Y | -38.6% | +106.7% | -145.3% | -46.4% |
| 3Y | -12.6% | +70.0% | -82.6% | -24.8% |
| 5Y | -28.2% | -27.8% | -0.5% | -33.3% |
| 10Y | +104.0% | +2.4% | +101.6% | +60.1% |
| All | +104.0% | +2.1% | +101.9% | +60.1% |
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