+104.9%
TYL vs BG
+159.1%
-54.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.8% | -5.0% |
| 7D | -7.6% | +2.4% | -10.0% | -7.9% |
| 30D | +11.3% | +15.0% | -3.7% | +9.2% |
| 3M | +14.5% | -0.7% | +15.2% | +14.3% |
| 6M | -7.1% | +7.5% | -14.6% | -8.5% |
| YTD | -23.4% | +41.6% | -65.0% | -27.7% |
| 1Y | -38.6% | +50.7% | -89.2% | -42.7% |
| 3Y | -11.3% | +20.3% | -31.6% | -15.1% |
| 5Y | -28.0% | +85.2% | -113.2% | -37.0% |
| 10Y | +104.9% | +160.6% | -55.8% | +60.2% |
| All | +104.9% | +159.1% | -54.2% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling