+461.4%
BE vs TYL
-22.0%
+483.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.6% |
| 7D | -13.4% | +4.3% | -17.7% | -14.6% |
| 30D | -33.9% | +28.0% | -61.8% | -39.3% |
| 3M | -12.0% | +32.3% | -44.3% | -21.3% |
| 6M | -29.0% | +29.9% | -58.9% | -38.6% |
| YTD | +113.4% | -7.1% | +120.5% | +118.4% |
| 1Y | +33.2% | -9.2% | +42.4% | +38.1% |
| 3Y | +1,659.2% | +0.7% | +1,658.5% | +1,363.1% |
| 5Y | +461.4% | -21.1% | +482.4% | +485.2% |
| All | +461.4% | -22.0% | +483.4% | +485.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling