+104.0%
TYL vs BNS
+179.9%
-75.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -8.6% | -1.3% | -7.3% | -8.2% |
| 30D | +7.5% | +4.0% | +3.5% | +6.0% |
| 3M | +10.9% | +13.8% | -2.9% | +5.8% |
| 6M | -6.7% | +32.7% | -39.4% | -16.0% |
| YTD | -24.5% | +27.6% | -52.1% | -31.1% |
| 1Y | -38.6% | +47.4% | -86.0% | -46.9% |
| 3Y | -12.6% | +129.0% | -141.6% | -36.3% |
| 5Y | -28.2% | +92.7% | -120.9% | -44.4% |
| 10Y | +104.0% | +182.1% | -78.1% | +40.7% |
| All | +104.0% | +179.9% | -75.9% | +40.7% |
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