+20,389.3%
TXN vs TYL
+12,593.6%
+7,795.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +2.4% |
| 7D | -0.1% | -3.7% | +3.6% | +0.4% |
| 30D | -6.9% | +18.7% | -25.7% | -9.3% |
| 3M | -14.9% | +18.1% | -33.1% | -17.4% |
| 6M | +29.0% | -1.1% | +30.1% | +27.7% |
| YTD | +51.5% | -19.8% | +71.3% | +53.6% |
| 1Y | +41.6% | -34.3% | +75.9% | +47.7% |
| 3Y | +65.8% | -8.2% | +74.0% | +64.4% |
| 5Y | +56.8% | -25.4% | +82.2% | +59.2% |
| 10Y | +387.5% | +115.6% | +271.9% | +333.1% |
| All | +20,389.3% | +12,593.6% | +7,795.7% | +10,593.7% |
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