+168.8%
TYL vs XHB
+271.6%
-102.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -2.1% |
| 7D | +3.5% | +1.3% | +2.2% | +2.8% |
| 30D | +26.9% | +11.8% | +15.1% | +21.0% |
| 3M | +33.8% | -3.8% | +37.7% | +35.7% |
| 6M | +28.8% | +4.1% | +24.7% | +25.4% |
| YTD | -7.9% | +4.0% | -11.8% | -11.4% |
| 1Y | -9.8% | +1.6% | -11.3% | -12.4% |
| 3Y | +1.2% | +43.2% | -42.0% | -19.6% |
| 5Y | -22.8% | +35.8% | -58.7% | -38.6% |
| 10Y | +168.8% | +259.3% | -90.5% | +45.4% |
| All | +168.8% | +271.6% | -102.8% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling