+1.2%
TYL vs BTG
+101.8%
-100.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -0.8% |
| 7D | +3.5% | +19.1% | -15.6% | +2.6% |
| 30D | +26.9% | +8.2% | +18.7% | +26.2% |
| 3M | +33.8% | +13.3% | +20.5% | +32.6% |
| 6M | +28.8% | +8.1% | +20.7% | +28.0% |
| YTD | -7.9% | +27.5% | -35.4% | -9.4% |
| 1Y | -9.8% | +47.1% | -56.9% | -12.2% |
| 3Y | +1.2% | +105.8% | -104.6% | -5.4% |
| All | +1.2% | +101.8% | -100.6% | -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 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