-9.9%
TYL vs TXT
+9.2%
-19.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +5.9% | +4.6% |
| 7D | +17.3% | +10.6% | +6.6% | +17.8% |
| 30D | +28.9% | +14.4% | +14.5% | +29.9% |
| 3M | +35.1% | -2.7% | +37.8% | +32.9% |
| 6M | +29.3% | -4.7% | +34.0% | +26.7% |
| YTD | -6.8% | -0.5% | -6.2% | -9.9% |
| 1Y | -9.9% | +8.7% | -18.6% | -12.8% |
| All | -9.9% | +9.2% | -19.1% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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