-24.8%
TYL vs BG
+76.3%
-101.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.9% |
| 7D | -3.7% | +2.8% | -6.5% | -3.9% |
| 30D | +18.7% | +12.0% | +6.7% | +17.6% |
| 3M | +18.1% | -7.7% | +25.8% | +18.8% |
| 6M | -1.1% | +4.5% | -5.6% | -1.8% |
| YTD | -19.8% | +35.7% | -55.5% | -22.8% |
| 1Y | -34.3% | +50.1% | -84.4% | -37.7% |
| 3Y | -8.2% | +12.6% | -20.8% | -10.1% |
| All | -24.8% | +76.3% | -101.1% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling