+668.0%
BE vs TYL
+78.5%
+589.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -5.0% |
| 7D | +10.8% | +0.8% | +10.0% | +10.4% |
| 30D | -19.8% | +21.1% | -40.9% | -28.0% |
| 3M | -18.7% | +28.9% | -47.6% | -30.8% |
| 6M | -33.7% | +42.0% | -75.8% | -50.1% |
| YTD | +121.0% | -6.6% | +127.5% | +111.6% |
| 1Y | +85.4% | -9.1% | +94.5% | +80.7% |
| 3Y | +1,709.5% | +1.8% | +1,707.7% | +1,333.9% |
| 5Y | +462.2% | -22.9% | +485.1% | +471.8% |
| All | +668.0% | +78.5% | +589.5% | +298.3% |
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