+1.2%
TYL vs BG
+5.5%
-4.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.6% |
| 7D | +3.5% | +7.4% | -3.9% | +3.4% |
| 30D | +26.9% | -1.5% | +28.4% | +26.9% |
| 3M | +33.8% | -6.1% | +39.9% | +33.8% |
| 6M | +28.8% | -18.0% | +46.9% | +28.9% |
| YTD | -7.9% | +15.6% | -23.5% | -9.5% |
| 1Y | -9.8% | +9.6% | -19.3% | -11.0% |
| 3Y | +1.2% | +6.3% | -5.1% | -0.3% |
| All | +1.2% | +5.5% | -4.3% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling