+32.6%
TYL vs TXG
+24.6%
+8.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.9% |
| 7D | -8.6% | +9.1% | -17.7% | -10.0% |
| 30D | +7.5% | +14.9% | -7.3% | +4.8% |
| 3M | +10.9% | +120.0% | -109.0% | -4.7% |
| 6M | -6.7% | +221.8% | -228.5% | -26.2% |
| YTD | -24.5% | +312.6% | -337.1% | -43.1% |
| 1Y | -38.6% | +398.4% | -437.1% | -56.1% |
| 3Y | -12.6% | +42.1% | -54.7% | -24.9% |
| 5Y | -28.2% | -63.5% | +35.2% | -25.9% |
| All | +32.6% | +24.6% | +8.0% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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