-24.8%
TYL vs BLDR
+20.2%
-44.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.5% | -6.5% | -4.6% |
| 7D | -3.7% | -2.8% | -0.8% | -3.1% |
| 30D | +18.7% | -13.3% | +32.0% | +22.2% |
| 3M | +18.1% | -12.3% | +30.4% | +20.3% |
| 6M | -1.1% | -31.5% | +30.3% | +5.9% |
| YTD | -19.8% | -36.1% | +16.2% | -13.1% |
| 1Y | -34.3% | -54.1% | +19.8% | -22.9% |
| 3Y | -8.2% | -55.8% | +47.5% | +1.1% |
| All | -24.8% | +20.2% | -44.9% | -44.6% |
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