-9.2%
TYL vs BTG
+31.1%
-40.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +1.0% |
| 7D | +4.3% | +13.0% | -8.7% | +4.0% |
| 30D | +28.0% | +1.1% | +26.8% | +27.7% |
| 3M | +32.3% | +5.3% | +27.0% | +31.7% |
| 6M | +29.9% | +1.1% | +28.9% | +30.4% |
| YTD | -7.1% | +19.2% | -26.3% | -4.2% |
| 1Y | -9.2% | +31.5% | -40.7% | -5.4% |
| All | -9.2% | +31.1% | -40.4% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling