+180.8%
TYL vs BNS
+183.7%
-2.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +4.3% | -1.1% | +5.4% | +4.6% |
| 30D | +28.0% | +4.7% | +23.2% | +26.0% |
| 3M | +32.3% | +5.5% | +26.8% | +29.5% |
| 6M | +29.9% | +21.7% | +8.2% | +20.8% |
| YTD | -7.1% | +29.5% | -36.6% | -15.8% |
| 1Y | -9.2% | +41.9% | -51.1% | -20.4% |
| 3Y | +0.7% | +148.5% | -147.8% | -28.7% |
| 5Y | -21.1% | +80.3% | -101.3% | -37.8% |
| 10Y | +180.8% | +184.7% | -3.9% | +100.7% |
| All | +180.8% | +183.7% | -2.9% | +100.7% |
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