-38.6%
TYL vs TXG
+366.6%
-405.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.7% | -9.2% | -4.7% |
| 7D | -7.6% | +9.4% | -17.0% | -8.0% |
| 30D | +11.3% | +26.1% | -14.8% | +9.8% |
| 3M | +14.5% | +124.8% | -110.3% | +8.1% |
| 6M | -7.1% | +215.2% | -222.4% | -15.9% |
| YTD | -23.4% | +302.2% | -325.6% | -31.6% |
| 1Y | -38.6% | +370.9% | -409.5% | -47.1% |
| All | -38.6% | +366.6% | -405.1% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling