+31.2%
TYL vs TXG
+163.6%
-132.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.0% |
| 7D | +6.7% | -15.4% | +22.1% | +4.9% |
| 30D | +26.5% | -22.1% | +48.6% | +23.5% |
| 3M | +37.3% | +30.0% | +7.3% | +38.1% |
| 6M | +31.2% | +160.7% | -129.5% | +35.7% |
| All | +31.2% | +163.6% | -132.4% | +35.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling