+508.6%
TRGP vs TYL
-22.1%
+530.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +9.0% | -1.6% | +10.6% | +9.3% |
| 30D | +1.5% | +22.1% | -20.6% | -2.5% |
| 3M | +10.7% | +33.4% | -22.6% | +4.2% |
| 6M | +17.1% | +36.8% | -19.7% | +8.9% |
| YTD | +63.6% | -6.7% | +70.3% | +65.6% |
| 1Y | +77.0% | -9.2% | +86.2% | +80.4% |
| 3Y | +273.2% | +1.2% | +272.0% | +263.0% |
| 5Y | +508.6% | -23.0% | +531.6% | +498.7% |
| All | +508.6% | -22.1% | +530.7% | +498.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling