+290.2%
BN vs TYL
+183.6%
+106.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -1.0% | +0.8% | -1.8% | -1.3% |
| 30D | +14.0% | +21.1% | -7.2% | +5.7% |
| 3M | -9.0% | +28.9% | -37.9% | -18.1% |
| 6M | -8.8% | +42.0% | -50.9% | -22.2% |
| YTD | -10.3% | -6.6% | -3.7% | -10.1% |
| 1Y | -5.8% | -9.1% | +3.3% | -4.5% |
| 3Y | +94.8% | +1.8% | +92.9% | +84.5% |
| 5Y | +31.5% | -22.9% | +54.4% | +35.0% |
| All | +290.2% | +183.6% | +106.6% | +141.5% |
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