-24.8%
TYL vs BUD
+46.3%
-71.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | -3.7% | +0.3% | -4.0% | -3.7% |
| 30D | +18.7% | -5.7% | +24.4% | +20.1% |
| 3M | +18.1% | +3.1% | +15.0% | +17.3% |
| 6M | -1.1% | +7.9% | -9.0% | -3.0% |
| YTD | -19.8% | +27.3% | -47.1% | -25.3% |
| 1Y | -34.3% | +37.8% | -72.1% | -40.3% |
| 3Y | -8.2% | +49.8% | -58.1% | -21.2% |
| All | -24.8% | +46.3% | -71.1% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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