+116.6%
TYL vs TXT
+94.9%
+21.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -3.7% | -4.8% | +1.1% | -2.6% |
| 30D | +18.7% | -10.6% | +29.4% | +21.7% |
| 3M | +18.1% | -13.2% | +31.3% | +21.6% |
| 6M | -1.1% | -20.3% | +19.2% | +3.4% |
| YTD | -19.8% | -9.3% | -10.6% | -19.0% |
| 1Y | -34.3% | -2.7% | -31.6% | -34.9% |
| 3Y | -8.2% | +1.4% | -9.6% | -11.6% |
| 5Y | -25.4% | +9.6% | -35.0% | -30.2% |
| All | +116.6% | +94.9% | +21.7% | +83.2% |
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