+415.7%
TXN vs TYL
+102.8%
+312.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | +2.7% | -8.6% | +11.3% | +5.8% |
| 30D | -6.7% | +7.5% | -14.3% | -9.6% |
| 3M | -8.9% | +10.9% | -19.8% | -14.0% |
| 6M | +34.7% | -6.7% | +41.4% | +34.4% |
| YTD | +53.3% | -24.5% | +77.8% | +65.7% |
| 1Y | +45.0% | -38.6% | +83.7% | +72.9% |
| 3Y | +73.1% | -12.6% | +85.7% | +68.4% |
| 5Y | +59.9% | -28.2% | +88.2% | +66.8% |
| 10Y | +415.7% | +104.0% | +311.7% | +223.5% |
| All | +415.7% | +102.8% | +312.9% | +223.5% |
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