-22.4%
TYL vs BUD
+48.8%
-71.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | +6.7% | +4.5% | +2.2% | +5.6% |
| 30D | +26.5% | +12.5% | +14.0% | +23.3% |
| 3M | +37.3% | 0.0% | +37.3% | +37.2% |
| 6M | +31.2% | +3.8% | +27.4% | +29.8% |
| YTD | -7.4% | +33.1% | -40.4% | -14.7% |
| 1Y | -9.6% | +35.5% | -45.1% | -17.3% |
| 3Y | +1.9% | +49.4% | -47.5% | -12.3% |
| All | -22.4% | +48.8% | -71.2% | -34.7% |
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