+180.8%
TYL vs BTG
+144.7%
+36.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +1.3% |
| 7D | +4.3% | +13.0% | -8.7% | +3.4% |
| 30D | +28.0% | +1.1% | +26.8% | +27.6% |
| 3M | +32.3% | +5.3% | +27.0% | +31.4% |
| 6M | +29.9% | +1.1% | +28.9% | +29.0% |
| YTD | -7.1% | +19.2% | -26.3% | -9.3% |
| 1Y | -9.2% | +31.5% | -40.7% | -12.1% |
| 3Y | +0.7% | +94.3% | -93.6% | -7.0% |
| 5Y | -21.1% | +41.8% | -62.8% | -26.3% |
| 10Y | +180.8% | +162.9% | +17.9% | +157.9% |
| All | +180.8% | +144.7% | +36.1% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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