+593.0%
BE vs TYL
+77.0%
+516.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.6% | -12.9% | -13.3% |
| 7D | -14.7% | +6.7% | -21.4% | -17.5% |
| 30D | -40.5% | +26.5% | -67.1% | -47.7% |
| 3M | -24.3% | +37.3% | -61.6% | -37.8% |
| 6M | -39.3% | +31.2% | -70.5% | -52.1% |
| YTD | +99.4% | -7.4% | +106.7% | +92.2% |
| 1Y | +26.6% | -9.6% | +36.1% | +23.8% |
| 3Y | +1,616.9% | +1.9% | +1,615.0% | +1,256.7% |
| 5Y | +441.4% | -21.1% | +462.5% | +440.2% |
| All | +593.0% | +77.0% | +516.0% | +261.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling