-22.4%
TYL vs BNS
+76.9%
-99.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +6.7% | -2.2% | +8.9% | +7.4% |
| 30D | +26.5% | +5.1% | +21.4% | +24.0% |
| 3M | +37.3% | +4.7% | +32.5% | +34.1% |
| 6M | +31.2% | +19.0% | +12.1% | +20.5% |
| YTD | -7.4% | +28.2% | -35.5% | -18.1% |
| 1Y | -9.6% | +43.4% | -52.9% | -24.6% |
| 3Y | +1.9% | +143.1% | -141.2% | -38.0% |
| All | -22.4% | +76.9% | -99.3% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling