+1,983.3%
TRGP vs TYL
+1,856.1%
+127.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.0% |
| 7D | -16.0% | +6.7% | -22.7% | -17.7% |
| 30D | -6.4% | +26.5% | -33.0% | -13.3% |
| 3M | -1.0% | +37.3% | -38.3% | -10.8% |
| 6M | +7.0% | +31.2% | -24.2% | -3.5% |
| YTD | +46.1% | -7.4% | +53.5% | +45.5% |
| 1Y | +58.7% | -9.6% | +68.2% | +59.2% |
| 3Y | +221.9% | +1.9% | +220.0% | +203.4% |
| 5Y | +419.9% | -21.1% | +441.0% | +419.6% |
| 10Y | +769.8% | +171.8% | +598.0% | +448.4% |
| All | +1,983.3% | +1,856.1% | +127.2% | +448.4% |
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 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