+115.4%
TYL vs BLDR
+388.1%
-272.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.5% | -6.5% | -4.4% |
| 7D | -3.7% | -2.8% | -0.8% | -3.3% |
| 30D | +18.7% | -13.3% | +32.0% | +21.5% |
| 3M | +18.1% | -12.3% | +30.4% | +19.9% |
| 6M | -1.1% | -31.5% | +30.3% | +4.2% |
| YTD | -19.8% | -36.1% | +16.2% | -14.8% |
| 1Y | -34.3% | -54.1% | +19.8% | -26.1% |
| 3Y | -8.2% | -55.8% | +47.5% | +0.1% |
| 5Y | -25.4% | +20.7% | -46.2% | -33.2% |
| All | +115.4% | +388.1% | -272.6% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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