+549.5%
BTSG vs TYL
-1.4%
+550.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | +8.5% | -1.6% | +10.1% | +8.8% |
| 30D | +14.0% | +22.1% | -8.1% | +10.1% |
| 3M | +19.7% | +33.4% | -13.6% | +13.8% |
| 6M | +28.7% | +36.8% | -8.1% | +21.4% |
| YTD | +90.8% | -6.7% | +97.5% | +96.3% |
| 1Y | +112.4% | -9.2% | +121.6% | +120.2% |
| All | +549.5% | -1.4% | +550.9% | +598.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling