+6,009.4%
TGT vs TYL
+14,564.8%
-8,555.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.5% |
| 7D | +2.6% | +6.7% | -4.0% | +2.0% |
| 30D | +5.0% | +26.5% | -21.6% | +2.5% |
| 3M | +8.5% | +37.3% | -28.8% | +5.1% |
| 6M | +23.8% | +31.2% | -7.4% | +20.1% |
| YTD | +66.5% | -7.4% | +73.9% | +66.5% |
| 1Y | +84.9% | -9.6% | +94.4% | +85.3% |
| 3Y | +59.2% | +1.9% | +57.3% | +57.1% |
| 5Y | -27.2% | -21.1% | -6.1% | -26.8% |
| 10Y | +221.5% | +171.8% | +49.7% | +189.5% |
| All | +6,009.4% | +14,564.8% | -8,555.4% | +3,668.1% |
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 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