+6,983.1%
TYL vs BB
+307.3%
+6,675.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -2.8% |
| 7D | +6.7% | +3.8% | +2.9% | +6.2% |
| 30D | +26.5% | -0.3% | +26.9% | +26.1% |
| 3M | +37.3% | -0.5% | +37.7% | +36.4% |
| 6M | +31.2% | +45.9% | -14.8% | +23.1% |
| YTD | -7.4% | +130.6% | -138.0% | -17.7% |
| 1Y | -9.6% | +89.2% | -98.7% | -18.1% |
| 3Y | +1.9% | +137.5% | -135.6% | -13.0% |
| 5Y | -21.1% | -20.9% | -0.2% | -25.5% |
| 10Y | +171.8% | +25.4% | +146.4% | +121.2% |
| All | +6,983.1% | +307.3% | +6,675.8% | +5,049.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling