+225.5%
TGT vs TYL
+174.6%
+50.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.9% |
| 7D | +4.7% | +3.5% | +1.2% | +3.7% |
| 30D | +8.0% | +26.9% | -18.9% | +0.5% |
| 3M | +11.7% | +33.8% | -22.2% | +2.1% |
| 6M | +34.7% | +28.8% | +5.9% | +23.6% |
| YTD | +74.4% | -7.9% | +82.3% | +75.4% |
| 1Y | +89.2% | -9.8% | +99.0% | +91.5% |
| 3Y | +73.4% | +1.2% | +72.2% | +64.8% |
| 5Y | -24.0% | -22.8% | -1.2% | -23.8% |
| 10Y | +225.5% | +168.8% | +56.7% | +110.5% |
| All | +225.5% | +174.6% | +50.9% | +110.5% |
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