-6.9%
TYL vs BTG
+105.8%
-112.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.9% |
| 7D | -3.7% | -0.9% | -2.8% | -3.6% |
| 30D | +18.7% | +36.8% | -18.1% | +16.2% |
| 3M | +18.1% | +23.1% | -5.0% | +16.4% |
| 6M | -1.1% | +3.5% | -4.6% | -1.3% |
| YTD | -19.8% | +25.5% | -45.3% | -21.0% |
| 1Y | -34.3% | +40.1% | -74.4% | -36.1% |
| All | -6.9% | +105.8% | -112.6% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling