+168.8%
TYL vs TXT
+115.3%
+53.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.1% |
| 7D | +3.5% | -3.5% | +7.0% | +4.3% |
| 30D | +26.9% | +15.2% | +11.7% | +22.7% |
| 3M | +33.8% | -4.5% | +38.3% | +34.9% |
| 6M | +28.8% | -6.1% | +34.9% | +29.9% |
| YTD | -7.9% | -2.0% | -5.9% | -8.8% |
| 1Y | -9.8% | +4.2% | -14.0% | -12.0% |
| 3Y | +1.2% | +14.4% | -13.2% | -5.6% |
| 5Y | -22.8% | +12.3% | -35.1% | -28.4% |
| 10Y | +168.8% | +101.8% | +67.0% | +148.7% |
| All | +168.8% | +115.3% | +53.5% | +148.7% |
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