+115.4%
TYL vs BIDU
-47.5%
+162.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.1% | -8.1% | -4.6% |
| 7D | -3.7% | +2.4% | -6.1% | -4.1% |
| 30D | +18.7% | -10.5% | +29.2% | +20.5% |
| 3M | +18.1% | -26.2% | +44.3% | +23.1% |
| 6M | -1.1% | -16.4% | +15.3% | +0.1% |
| YTD | -19.8% | -23.9% | +4.1% | -17.8% |
| 1Y | -34.3% | +1.3% | -35.6% | -36.8% |
| 3Y | -8.2% | -32.1% | +23.9% | -7.2% |
| 5Y | -25.4% | -39.0% | +13.5% | -26.8% |
| All | +115.4% | -47.5% | +162.9% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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