+200.6%
TGT vs TYL
+183.3%
+17.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | +2.6% | -1.6% | +4.2% | +3.0% |
| 30D | +6.6% | +22.1% | -15.5% | +0.3% |
| 3M | +5.2% | +33.4% | -28.1% | -3.8% |
| 6M | +35.3% | +36.8% | -1.5% | +21.8% |
| YTD | +70.3% | -6.7% | +77.0% | +70.7% |
| 1Y | +81.2% | -9.2% | +90.4% | +83.1% |
| 3Y | +66.9% | +1.2% | +65.8% | +58.7% |
| 5Y | -27.2% | -23.0% | -4.2% | -26.9% |
| All | +200.6% | +183.3% | +17.3% | +87.2% |
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