+14,692.5%
TYL vs TXT
+2,239.7%
+12,452.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | +15.1% | -2.5% | +17.6% | +15.8% |
| 30D | +30.1% | +12.8% | +17.2% | +25.8% |
| 3M | +40.4% | -3.6% | +44.0% | +41.3% |
| 6M | +31.3% | -6.9% | +38.2% | +32.8% |
| YTD | -5.2% | -2.2% | -3.0% | -6.0% |
| 1Y | -6.6% | +6.3% | -12.9% | -9.5% |
| 3Y | +3.4% | +10.3% | -6.9% | -2.5% |
| 5Y | -19.3% | +10.6% | -29.9% | -24.3% |
| 10Y | +178.1% | +121.0% | +57.1% | +101.2% |
| All | +14,692.5% | +2,239.7% | +12,452.8% | +4,461.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling