+168.8%
TYL vs BLDR
+602.6%
-433.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -1.5% |
| 7D | +3.5% | -2.7% | +6.3% | +3.9% |
| 30D | +26.9% | +24.8% | +2.1% | +21.8% |
| 3M | +33.8% | -11.7% | +45.5% | +36.0% |
| 6M | +28.8% | -14.8% | +43.6% | +30.7% |
| YTD | -7.9% | -35.9% | +28.0% | -2.5% |
| 1Y | -9.8% | -39.7% | +29.9% | -3.5% |
| 3Y | +1.2% | -45.6% | +46.8% | +6.0% |
| 5Y | -22.8% | -2.5% | -20.3% | -29.0% |
| 10Y | +168.8% | +597.4% | -428.6% | +80.0% |
| All | +168.8% | +602.6% | -433.8% | +80.0% |
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