+455.6%
TXN vs TYL
+174.6%
+281.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.2% | +6.8% |
| 7D | -2.1% | +3.5% | -5.6% | -3.4% |
| 30D | +4.7% | +26.9% | -22.2% | -4.0% |
| 3M | +3.9% | +33.8% | -30.0% | -7.5% |
| 6M | +3.8% | +28.8% | -25.1% | -8.2% |
| YTD | +74.2% | -7.9% | +82.1% | +74.4% |
| 1Y | +88.2% | -9.8% | +98.0% | +90.0% |
| 3Y | +124.0% | +1.2% | +122.8% | +107.9% |
| 5Y | +78.4% | -22.8% | +101.2% | +85.1% |
| 10Y | +455.6% | +168.8% | +286.8% | +214.4% |
| All | +455.6% | +174.6% | +281.0% | +214.4% |
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