-23.0%
TYL vs BLDR
-11.6%
-11.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.3% |
| 7D | -1.6% | -8.2% | +6.6% | +0.2% |
| 30D | +22.1% | +16.3% | +5.8% | +17.7% |
| 3M | +33.4% | -17.0% | +50.3% | +38.0% |
| 6M | +36.8% | -17.4% | +54.2% | +40.0% |
| YTD | -6.7% | -41.6% | +34.9% | +2.7% |
| 1Y | -9.2% | -43.5% | +34.3% | +0.6% |
| 3Y | +1.2% | -51.6% | +52.8% | +6.2% |
| 5Y | -23.0% | -11.6% | -11.4% | -41.1% |
| All | -23.0% | -11.6% | -11.4% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling