-22.4%
TYL vs TXT
+7.8%
-30.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.7% |
| 7D | +6.7% | -2.5% | +9.2% | +7.4% |
| 30D | +26.5% | +14.4% | +12.2% | +21.3% |
| 3M | +37.3% | -4.9% | +42.2% | +38.9% |
| 6M | +31.2% | -10.2% | +41.4% | +34.3% |
| YTD | -7.4% | -4.1% | -3.3% | -8.4% |
| 1Y | -9.6% | +4.0% | -13.5% | -13.5% |
| 3Y | +1.9% | +8.0% | -6.1% | -9.3% |
| All | -22.4% | +7.8% | -30.1% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling