+104.0%
TYL vs BTG
+147.2%
-43.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -1.6% |
| 7D | -8.6% | +2.4% | -11.0% | -8.7% |
| 30D | +7.5% | +9.5% | -1.9% | +6.8% |
| 3M | +10.9% | +38.5% | -27.6% | +7.9% |
| 6M | -6.7% | +5.6% | -12.4% | -7.7% |
| YTD | -24.5% | +23.9% | -48.4% | -26.3% |
| 1Y | -38.6% | +32.1% | -70.8% | -40.6% |
| 3Y | -12.6% | +103.2% | -115.8% | -19.4% |
| 5Y | -28.2% | +79.7% | -108.0% | -33.6% |
| 10Y | +104.0% | +159.1% | -55.1% | +88.0% |
| All | +104.0% | +147.2% | -43.2% | +88.0% |
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