+187.5%
TYL vs BNS
+188.0%
-0.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | -1.6% | +1.0% | -2.5% | -1.9% |
| 30D | +22.1% | +2.7% | +19.4% | +20.9% |
| 3M | +33.4% | +3.5% | +29.9% | +31.4% |
| 6M | +36.8% | +22.1% | +14.7% | +27.0% |
| YTD | -6.7% | +29.5% | -36.2% | -15.4% |
| 1Y | -9.2% | +40.7% | -49.9% | -20.1% |
| 3Y | +1.2% | +148.6% | -147.4% | -28.3% |
| 5Y | -23.0% | +79.6% | -102.6% | -39.2% |
| All | +187.5% | +188.0% | -0.5% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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