+188.8%
TYL vs TXT
+94.6%
+94.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +0.5% | -0.8% | +1.4% | +0.7% |
| 30D | +25.2% | +13.4% | +11.8% | +21.5% |
| 3M | +31.8% | -2.5% | +34.3% | +32.2% |
| 6M | +36.3% | -6.2% | +42.5% | +37.4% |
| YTD | -6.3% | -1.3% | -4.9% | -7.3% |
| 1Y | -9.5% | +4.3% | -13.8% | -11.8% |
| 3Y | +1.6% | +13.2% | -11.6% | -4.9% |
| 5Y | -21.8% | +12.4% | -34.1% | -27.5% |
| All | +188.8% | +94.6% | +94.2% | +153.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling