+216.3%
TGT vs TYL
+106.7%
+109.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | +0.3% |
| 7D | -0.6% | -7.6% | +7.0% | +1.7% |
| 30D | +9.5% | +11.3% | -1.8% | +6.0% |
| 3M | +32.3% | +14.5% | +17.8% | +26.3% |
| 6M | +37.0% | -7.1% | +44.2% | +38.6% |
| YTD | +71.0% | -23.4% | +94.4% | +82.1% |
| 1Y | +85.0% | -38.6% | +123.6% | +111.7% |
| 3Y | +46.8% | -11.3% | +58.1% | +44.4% |
| 5Y | -22.7% | -28.0% | +5.2% | -20.9% |
| 10Y | +216.3% | +104.9% | +111.4% | +124.1% |
| All | +216.3% | +106.7% | +109.6% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling