+15,687.7%
BN vs TYL
+14,564.8%
+1,122.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | +5.3% | +6.7% | -1.3% | +4.7% |
| 30D | +11.9% | +26.5% | -14.6% | +9.2% |
| 3M | -5.7% | +37.3% | -43.0% | -8.9% |
| 6M | -10.6% | +31.2% | -41.8% | -13.4% |
| YTD | -9.4% | -7.4% | -2.0% | -9.4% |
| 1Y | -8.8% | -9.6% | +0.8% | -8.6% |
| 3Y | +95.6% | +1.9% | +93.7% | +93.6% |
| 5Y | +30.2% | -21.1% | +51.3% | +31.5% |
| 10Y | +277.0% | +171.8% | +105.2% | +243.7% |
| All | +15,687.7% | +14,564.8% | +1,122.9% | +10,472.1% |
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