+3.8%
BTI vs TYL
-37.9%
+41.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.3% |
| 7D | -1.4% | -7.6% | +6.2% | -1.2% |
| 30D | -7.0% | +11.3% | -18.4% | -7.2% |
| 3M | -6.3% | +14.5% | -20.8% | -6.4% |
| 6M | -2.0% | -7.1% | +5.2% | -2.8% |
| YTD | +0.2% | -23.4% | +23.6% | +1.6% |
| 1Y | +3.8% | -38.6% | +42.3% | +11.6% |
| All | +3.8% | -37.9% | +41.7% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling