-7.2%
TYL vs BB
+38.2%
-45.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.7% | -5.6% | +2.0% | -3.3% |
| 30D | +18.7% | -11.8% | +30.5% | +19.7% |
| 3M | +18.1% | -25.5% | +43.7% | +19.8% |
| 6M | -1.1% | +121.3% | -122.4% | -11.5% |
| YTD | -19.8% | +103.2% | -123.0% | -27.5% |
| 1Y | -34.3% | +102.6% | -136.9% | -40.9% |
| All | -7.2% | +38.2% | -45.4% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling