+40.9%
TYL vs TXG
+16.0%
+24.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.9% |
| 7D | -3.7% | +1.8% | -5.5% | -4.0% |
| 30D | +18.7% | +32.0% | -13.3% | +12.8% |
| 3M | +18.1% | +87.0% | -68.9% | +4.3% |
| 6M | -1.1% | +180.1% | -181.2% | -19.9% |
| YTD | -19.8% | +284.1% | -303.9% | -38.8% |
| 1Y | -34.3% | +361.7% | -396.0% | -52.4% |
| 3Y | -8.2% | +15.9% | -24.1% | -17.7% |
| 5Y | -25.4% | -66.2% | +40.8% | -22.0% |
| All | +40.9% | +16.0% | +24.9% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling