+1.9%
TYL vs BLDR
-50.4%
+52.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.7% |
| 7D | +6.7% | -3.7% | +10.3% | +7.1% |
| 30D | +26.5% | +16.8% | +9.8% | +24.0% |
| 3M | +37.3% | -13.7% | +51.0% | +38.9% |
| 6M | +31.2% | -21.9% | +53.0% | +33.6% |
| YTD | -7.4% | -39.2% | +31.9% | -2.8% |
| 1Y | -9.6% | -42.6% | +33.1% | -4.6% |
| 3Y | +1.9% | -50.2% | +52.1% | +7.3% |
| All | +1.9% | -50.4% | +52.3% | +7.3% |
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