+289.2%
BN vs TYL
+169.5%
+119.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.7% |
| 7D | +4.3% | +4.3% | 0.0% | +2.6% |
| 30D | +14.3% | +28.0% | -13.7% | +3.7% |
| 3M | -4.1% | +32.3% | -36.4% | -14.6% |
| 6M | -9.7% | +29.9% | -39.6% | -20.0% |
| YTD | -7.1% | -7.1% | 0.0% | -6.8% |
| 1Y | -7.4% | -9.2% | +1.8% | -6.2% |
| 3Y | +102.3% | +0.7% | +101.6% | +92.6% |
| 5Y | +35.9% | -21.1% | +57.0% | +38.3% |
| 10Y | +289.2% | +180.8% | +108.4% | +143.4% |
| All | +289.2% | +169.5% | +119.6% | +143.4% |
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