+168.9%
TYL vs BLDR
+568.9%
-400.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.5% |
| 7D | +6.7% | -3.7% | +10.3% | +7.2% |
| 30D | +26.5% | +16.8% | +9.8% | +22.9% |
| 3M | +37.3% | -13.7% | +51.0% | +40.2% |
| 6M | +31.2% | -21.9% | +53.0% | +35.2% |
| YTD | -7.4% | -39.2% | +31.9% | -0.9% |
| 1Y | -9.6% | -42.6% | +33.1% | -2.4% |
| 3Y | +1.9% | -50.2% | +52.1% | +8.6% |
| 5Y | -21.1% | -7.0% | -14.1% | -26.8% |
| All | +168.9% | +568.9% | -400.0% | +81.4% |
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