+7,329.2%
TYL vs BNS
+1,492.9%
+5,836.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.8% |
| 6M | -1.1% | +28.8% | -29.9% | -11.3% |
| YTD | -19.8% | +30.0% | -49.8% | -28.4% |
| 1Y | -34.3% | +50.7% | -85.0% | -44.7% |
| 3Y | -8.2% | +125.4% | -133.6% | -34.8% |
| 5Y | -25.4% | +94.2% | -119.7% | -43.9% |
| 10Y | +115.6% | +182.8% | -67.2% | +34.5% |
| All | +7,329.2% | +1,492.9% | +5,836.3% | +2,049.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling