+360.5%
BE vs TYL
-34.2%
+394.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.0% | +11.4% | +4.9% |
| 7D | +20.0% | -3.7% | +23.7% | +17.3% |
| 30D | +7.9% | +18.7% | -10.8% | +20.8% |
| 3M | -13.2% | +18.1% | -31.3% | +0.4% |
| 6M | +53.5% | -1.1% | +54.6% | +73.1% |
| YTD | +191.0% | -19.8% | +210.8% | +176.7% |
| 1Y | +360.5% | -34.3% | +394.8% | +286.9% |
| All | +360.5% | -34.2% | +394.7% | +286.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling