+739.5%
TRGP vs TYL
+174.6%
+565.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.6% |
| 7D | -7.2% | +3.5% | -10.7% | -8.1% |
| 30D | -4.2% | +26.9% | -31.1% | -10.6% |
| 3M | +7.0% | +33.8% | -26.9% | -2.0% |
| 6M | +11.2% | +28.8% | -17.6% | +2.0% |
| YTD | +51.1% | -7.9% | +59.0% | +51.8% |
| 1Y | +62.0% | -9.8% | +71.8% | +63.8% |
| 3Y | +248.2% | +1.2% | +247.0% | +231.0% |
| 5Y | +432.4% | -22.8% | +455.2% | +441.2% |
| 10Y | +739.5% | +168.8% | +570.7% | +478.0% |
| All | +739.5% | +174.6% | +565.0% | +478.0% |
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