+6,298.3%
TGT vs TYL
+14,481.8%
-8,183.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.8% |
| 7D | +4.7% | +3.5% | +1.2% | +4.4% |
| 30D | +8.0% | +26.9% | -18.9% | +5.4% |
| 3M | +11.7% | +33.8% | -22.2% | +8.4% |
| 6M | +34.7% | +28.8% | +5.9% | +31.0% |
| YTD | +74.4% | -7.9% | +82.3% | +74.5% |
| 1Y | +89.2% | -9.8% | +99.0% | +89.7% |
| 3Y | +73.4% | +1.2% | +72.2% | +71.2% |
| 5Y | -24.0% | -22.8% | -1.2% | -23.4% |
| 10Y | +225.5% | +168.8% | +56.7% | +193.4% |
| All | +6,298.3% | +14,481.8% | -8,183.6% | +3,848.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling