+762.0%
TRGP vs TYL
+168.7%
+593.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.1% |
| 7D | -16.0% | +6.7% | -22.7% | -17.6% |
| 30D | -6.4% | +26.5% | -33.0% | -12.6% |
| 3M | -1.0% | +37.3% | -38.3% | -9.9% |
| 6M | +7.0% | +31.2% | -24.2% | -2.5% |
| YTD | +46.1% | -7.4% | +53.5% | +46.6% |
| 1Y | +58.7% | -9.6% | +68.2% | +60.4% |
| 3Y | +221.9% | +1.9% | +220.0% | +205.4% |
| 5Y | +419.9% | -21.1% | +441.0% | +424.4% |
| All | +762.0% | +168.7% | +593.3% | +495.7% |
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