+23,460.2%
TXN vs TYL
+14,481.8%
+8,978.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.2% | +6.7% |
| 7D | -2.1% | +3.5% | -5.6% | -2.6% |
| 30D | +4.7% | +26.9% | -22.2% | +1.1% |
| 3M | +3.9% | +33.8% | -30.0% | -0.7% |
| 6M | +3.8% | +28.8% | -25.1% | -1.0% |
| YTD | +74.2% | -7.9% | +82.1% | +72.7% |
| 1Y | +88.2% | -9.8% | +98.0% | +87.1% |
| 3Y | +124.0% | +1.2% | +122.8% | +118.5% |
| 5Y | +78.4% | -22.8% | +101.2% | +79.6% |
| 10Y | +455.6% | +168.8% | +286.8% | +378.2% |
| All | +23,460.2% | +14,481.8% | +8,978.3% | +11,923.9% |
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