+2,816.2%
TYL vs BTG
+400.0%
+2,416.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +26.3% |
| 3M | +33.8% | +13.3% | +20.5% | +32.7% |
| 6M | +28.8% | +8.1% | +20.7% | +27.7% |
| YTD | -7.9% | +27.5% | -35.4% | -9.7% |
| 1Y | -9.8% | +47.1% | -56.9% | -12.2% |
| 3Y | +1.2% | +105.8% | -104.6% | -4.1% |
| 5Y | -22.8% | +55.8% | -78.6% | -26.3% |
| 10Y | +168.8% | +161.8% | +7.0% | +147.8% |
| All | +2,816.2% | +400.0% | +2,416.2% | +2,481.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling