+6,745.4%
BTI vs TYL
+14,564.8%
-7,819.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -3.3% |
| 7D | -1.0% | +6.7% | -7.7% | -1.4% |
| 30D | +13.0% | +26.5% | -13.6% | +11.5% |
| 3M | +5.3% | +37.3% | -32.0% | +3.4% |
| 6M | +5.3% | +31.2% | -25.9% | +3.6% |
| YTD | +12.4% | -7.4% | +19.7% | +12.3% |
| 1Y | +18.9% | -9.6% | +28.5% | +19.1% |
| 3Y | +144.0% | +1.9% | +142.1% | +142.0% |
| 5Y | +156.3% | -21.1% | +177.4% | +156.0% |
| 10Y | +115.3% | +171.8% | -56.5% | +100.8% |
| All | +6,745.4% | +14,564.8% | -7,819.5% | +4,823.2% |
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 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