-9.2%
TYL vs TXG
+256.0%
-265.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | -0.6% |
| 7D | -1.6% | +1.8% | -3.4% | -1.5% |
| 30D | +22.1% | -17.7% | +39.8% | +21.3% |
| 3M | +33.4% | +2.3% | +31.0% | +30.1% |
| 6M | +36.8% | +182.5% | -145.7% | +21.1% |
| YTD | -6.7% | +262.4% | -269.0% | -18.5% |
| 1Y | -9.2% | +254.1% | -263.3% | -20.7% |
| All | -9.2% | +256.0% | -265.2% | -20.7% |
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