+838.7%
TRGP vs TYL
+115.8%
+723.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.1% |
| 7D | +0.8% | -3.7% | +4.5% | +1.8% |
| 30D | +11.5% | +18.7% | -7.2% | +6.1% |
| 3M | +9.0% | +18.1% | -9.1% | +3.0% |
| 6M | +20.5% | -1.1% | +21.6% | +19.5% |
| YTD | +59.5% | -19.8% | +79.3% | +67.4% |
| 1Y | +77.9% | -34.3% | +112.2% | +99.0% |
| 3Y | +253.6% | -8.2% | +261.8% | +245.3% |
| 5Y | +615.5% | -25.4% | +640.9% | +627.3% |
| All | +838.7% | +115.8% | +723.0% | +607.4% |
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 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