+180.8%
TYL vs BG
+95.6%
+85.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.1% |
| 7D | +4.3% | +5.0% | -0.7% | +3.7% |
| 30D | +28.0% | -3.2% | +31.2% | +28.4% |
| 3M | +32.3% | -11.2% | +43.5% | +34.1% |
| 6M | +29.9% | -19.4% | +49.4% | +33.1% |
| YTD | -7.1% | +13.6% | -20.7% | -9.9% |
| 1Y | -9.2% | +7.3% | -16.5% | -11.2% |
| 3Y | +0.7% | +3.8% | -3.1% | -2.1% |
| 5Y | -21.1% | +23.2% | -44.2% | -26.7% |
| 10Y | +180.8% | +97.9% | +82.9% | +125.5% |
| All | +180.8% | +95.6% | +85.2% | +125.5% |
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