+97.9%
TYL vs XHB
+210.4%
-112.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.1% |
| 7D | -11.5% | -5.2% | -6.3% | -9.5% |
| 30D | +3.9% | -12.1% | +16.0% | +9.7% |
| 3M | +10.8% | -6.2% | +17.0% | +13.2% |
| 6M | -5.3% | -6.7% | +1.4% | -4.0% |
| YTD | -26.1% | -5.5% | -20.6% | -25.9% |
| 1Y | -38.5% | -15.6% | -22.9% | -35.1% |
| 3Y | -14.5% | +22.0% | -36.4% | -26.8% |
| 5Y | -28.9% | +31.8% | -60.7% | -42.4% |
| All | +97.9% | +210.4% | -112.5% | +16.1% |
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