-9.1%
TYL vs TXT
+1.6%
-10.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +21.1% | +13.3% | +7.8% | +22.3% |
| 3M | +28.9% | -5.0% | +33.9% | +26.9% |
| 6M | +42.0% | -8.4% | +50.4% | +38.8% |
| YTD | -6.6% | -4.0% | -2.6% | -10.1% |
| 1Y | -9.1% | +2.8% | -11.9% | -12.5% |
| All | -9.1% | +1.6% | -10.7% | -12.5% |
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