+113.9%
BTI vs TYL
+174.6%
-60.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -2.9% | +3.5% | -6.5% | -3.4% |
| 30D | +8.3% | +26.9% | -18.6% | +4.8% |
| 3M | +2.9% | +33.8% | -30.9% | -1.2% |
| 6M | +6.2% | +28.8% | -22.6% | +2.2% |
| YTD | +10.9% | -7.9% | +18.8% | +11.4% |
| 1Y | +16.6% | -9.8% | +26.3% | +17.4% |
| 3Y | +142.2% | +1.2% | +141.1% | +136.6% |
| 5Y | +151.3% | -22.8% | +174.1% | +153.5% |
| 10Y | +113.9% | +168.8% | -54.9% | +67.7% |
| All | +113.9% | +174.6% | -60.7% | +67.7% |
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