+260.3%
BNY vs TYL
+1.2%
+259.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.1% |
| 7D | +3.6% | -1.6% | +5.2% | +3.8% |
| 30D | +8.8% | +22.1% | -13.3% | +6.0% |
| 3M | -5.8% | +33.4% | -39.2% | -9.6% |
| 6M | +15.5% | +36.8% | -21.3% | +9.9% |
| YTD | +33.9% | -6.7% | +40.6% | +36.7% |
| 1Y | +38.0% | -9.2% | +47.3% | +41.6% |
| All | +260.3% | +1.2% | +259.0% | +271.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling