+31.2%
TYL vs TXT
-10.0%
+41.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -2.2% |
| 7D | +6.7% | -2.5% | +9.2% | +6.7% |
| 30D | +26.5% | +14.4% | +12.2% | +26.5% |
| 3M | +37.3% | -4.9% | +42.2% | +34.3% |
| 6M | +31.2% | -10.2% | +41.4% | +24.7% |
| All | +31.2% | -10.0% | +41.2% | +24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling