+15,251.3%
BN vs TYL
+12,593.6%
+2,657.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.1% |
| 7D | -2.5% | -3.7% | +1.2% | -2.1% |
| 30D | -9.5% | +18.7% | -28.2% | -11.1% |
| 3M | -10.4% | +18.1% | -28.5% | -12.1% |
| 6M | -6.4% | -1.1% | -5.2% | -6.7% |
| YTD | -11.9% | -19.8% | +7.9% | -10.5% |
| 1Y | -8.6% | -34.3% | +25.7% | -5.4% |
| 3Y | +77.6% | -8.2% | +85.8% | +77.8% |
| 5Y | +37.0% | -25.4% | +62.5% | +39.6% |
| 10Y | +266.4% | +115.6% | +150.8% | +241.4% |
| All | +15,251.3% | +12,593.6% | +2,657.7% | +10,341.4% |
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 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