+452.1%
BTSG vs TYL
-15.2%
+467.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.5% |
| 7D | +2.7% | -3.7% | +6.4% | +3.3% |
| 30D | -3.6% | +18.7% | -22.4% | -6.4% |
| 3M | +5.8% | +18.1% | -12.3% | +2.8% |
| 6M | +44.7% | -1.1% | +45.9% | +45.7% |
| YTD | +62.2% | -19.8% | +82.0% | +71.6% |
| 1Y | +152.1% | -34.3% | +186.4% | +182.3% |
| All | +452.1% | -15.2% | +467.3% | +510.5% |
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