+58.0%
TXN vs TYL
-28.2%
+86.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.6% | +1.2% |
| 7D | +2.2% | -7.6% | +9.8% | +4.0% |
| 30D | -9.5% | +11.3% | -20.8% | -12.1% |
| 3M | -10.5% | +14.5% | -25.0% | -14.5% |
| 6M | +35.4% | -7.1% | +42.5% | +36.9% |
| YTD | +51.8% | -23.4% | +75.1% | +63.9% |
| 1Y | +42.9% | -38.6% | +81.5% | +69.6% |
| 3Y | +71.3% | -11.3% | +82.7% | +68.7% |
| 5Y | +58.0% | -28.0% | +86.0% | +64.6% |
| All | +58.0% | -28.2% | +86.2% | +64.6% |
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