+7,500.8%
BNY vs TYL
+14,686.9%
-7,186.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +3.9% | +0.8% | +3.0% | +3.7% |
| 30D | +11.9% | +21.1% | -9.2% | +9.2% |
| 3M | -5.0% | +28.9% | -33.9% | -8.3% |
| 6M | +14.6% | +42.0% | -27.4% | +8.9% |
| YTD | +34.5% | -6.6% | +41.1% | +34.1% |
| 1Y | +40.6% | -9.1% | +49.7% | +40.7% |
| 3Y | +261.7% | +1.8% | +259.9% | +255.0% |
| 5Y | +192.3% | -22.9% | +215.2% | +194.4% |
| 10Y | +324.0% | +182.3% | +141.7% | +262.4% |
| All | +7,500.8% | +14,686.9% | -7,186.1% | +4,143.6% |
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 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