+13,137.5%
TYL vs BG
+1,131.5%
+12,006.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.8% |
| 7D | -3.7% | +2.8% | -6.5% | -4.2% |
| 30D | +18.7% | +12.0% | +6.7% | +16.2% |
| 3M | +18.1% | -7.7% | +25.8% | +19.5% |
| 6M | -1.1% | +4.5% | -5.6% | -2.5% |
| YTD | -19.8% | +35.7% | -55.5% | -24.9% |
| 1Y | -34.3% | +50.1% | -84.4% | -39.9% |
| 3Y | -8.2% | +12.6% | -20.8% | -12.4% |
| 5Y | -25.4% | +75.4% | -100.8% | -36.0% |
| 10Y | +115.6% | +150.5% | -34.9% | +63.5% |
| All | +13,137.5% | +1,131.5% | +12,006.0% | +8,209.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling