+675.5%
BE vs TYL
+76.0%
+599.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.6% | +12.5% | +12.2% |
| 7D | -1.2% | +3.5% | -4.7% | -3.2% |
| 30D | -30.9% | +26.9% | -57.8% | -39.6% |
| 3M | -11.6% | +33.8% | -45.4% | -26.5% |
| 6M | -25.7% | +28.8% | -54.6% | -40.7% |
| YTD | +123.1% | -7.9% | +131.0% | +115.0% |
| 1Y | +43.4% | -9.8% | +53.2% | +39.8% |
| 3Y | +1,683.6% | +1.2% | +1,682.4% | +1,311.3% |
| 5Y | +465.4% | -22.8% | +488.2% | +471.2% |
| All | +675.5% | +76.0% | +599.5% | +304.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling