+406.5%
BNY vs TYL
+100.8%
+305.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | +0.6% |
| 7D | -1.1% | -11.5% | +10.5% | +1.9% |
| 30D | +1.4% | +3.9% | -2.5% | +0.2% |
| 3M | +16.8% | +10.8% | +6.0% | +12.8% |
| 6M | +42.0% | -5.3% | +47.3% | +42.2% |
| YTD | +41.9% | -26.1% | +68.0% | +51.1% |
| 1Y | +59.2% | -38.5% | +97.7% | +78.2% |
| 3Y | +290.9% | -14.5% | +305.4% | +291.6% |
| 5Y | +259.0% | -28.9% | +287.9% | +269.5% |
| All | +406.5% | +100.8% | +305.7% | +286.8% |
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