+510.5%
BTSG vs TYL
-2.1%
+512.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.2% | +2.3% |
| 7D | +0.4% | +6.7% | -6.3% | -0.8% |
| 30D | +5.3% | +26.5% | -21.3% | +1.0% |
| 3M | +10.8% | +37.3% | -26.5% | +4.7% |
| 6M | +27.3% | +31.2% | -3.8% | +21.0% |
| YTD | +79.3% | -7.4% | +86.7% | +84.7% |
| 1Y | +106.0% | -9.6% | +115.5% | +113.6% |
| All | +510.5% | -2.1% | +512.5% | +557.0% |
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