+2,438.6%
TYL vs BTG
+392.0%
+2,046.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.9% |
| 7D | -3.7% | -0.9% | -2.8% | -3.7% |
| 30D | +18.7% | +36.8% | -18.1% | +16.7% |
| 3M | +18.1% | +23.1% | -5.0% | +16.6% |
| 6M | -1.1% | +3.5% | -4.6% | -1.8% |
| YTD | -19.8% | +25.5% | -45.3% | -21.2% |
| 1Y | -34.3% | +40.1% | -74.4% | -36.0% |
| 3Y | -8.2% | +101.1% | -109.3% | -12.9% |
| 5Y | -25.4% | +70.6% | -96.0% | -29.0% |
| 10Y | +115.6% | +152.1% | -36.6% | +99.1% |
| All | +2,438.6% | +392.0% | +2,046.6% | +2,152.7% |
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