+69.6%
BTI vs TYL
+106.7%
-37.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.2% |
| 7D | -1.4% | -7.6% | +6.2% | -0.4% |
| 30D | -7.0% | +11.3% | -18.4% | -8.4% |
| 3M | -6.3% | +14.5% | -20.8% | -8.2% |
| 6M | -2.0% | -7.1% | +5.2% | -1.5% |
| YTD | +0.2% | -23.4% | +23.6% | +3.2% |
| 1Y | +3.8% | -38.6% | +42.3% | +10.5% |
| 3Y | +112.1% | -11.3% | +123.4% | +110.4% |
| 5Y | +113.6% | -28.0% | +141.6% | +115.2% |
| 10Y | +69.6% | +104.9% | -35.2% | +39.2% |
| All | +69.6% | +106.7% | -37.0% | +39.2% |
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