-24.8%
TYL vs BNS
+94.5%
-119.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.6% |
| 7D | -3.7% | +1.5% | -5.2% | -4.2% |
| 30D | +18.7% | +6.0% | +12.8% | +15.8% |
| 3M | +18.1% | +16.3% | +1.8% | +10.2% |
| 6M | -1.1% | +28.8% | -29.9% | -12.3% |
| YTD | -19.8% | +30.0% | -49.8% | -29.3% |
| 1Y | -34.3% | +50.7% | -85.0% | -46.4% |
| 3Y | -8.2% | +125.4% | -133.6% | -41.1% |
| All | -24.8% | +94.5% | -119.3% | -45.7% |
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 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