-7.2%
TYL vs BLDR
-55.3%
+48.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.5% | -6.5% | -4.3% |
| 7D | -3.7% | -2.8% | -0.8% | -3.4% |
| 30D | +18.7% | -13.3% | +32.0% | +20.6% |
| 3M | +18.1% | -12.3% | +30.4% | +19.3% |
| 6M | -1.1% | -31.5% | +30.3% | +3.0% |
| YTD | -19.8% | -36.1% | +16.2% | -15.7% |
| 1Y | -34.3% | -54.1% | +19.8% | -27.7% |
| All | -7.2% | -55.3% | +48.2% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling