+22.3%
TYL vs XE
-62.9%
+85.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.0% | -7.6% | +0.2% |
| 7D | +3.5% | +7.6% | -4.1% | +4.7% |
| 30D | +26.9% | -18.6% | +45.5% | +25.4% |
| 3M | +33.8% | -50.7% | +84.6% | +26.4% |
| 6M | +28.8% | -63.0% | +91.9% | +17.1% |
| All | +22.3% | -62.9% | +85.2% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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