-10.0%
TYL vs XHB
+1.3%
-11.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -1.0% |
| 7D | +3.5% | +1.3% | +2.2% | +3.3% |
| 30D | +26.9% | +11.8% | +15.1% | +25.5% |
| 3M | +33.8% | -3.8% | +37.7% | +32.5% |
| 6M | +28.8% | +4.1% | +24.7% | +28.2% |
| YTD | -7.9% | +4.0% | -11.8% | -8.0% |
| All | -10.0% | +1.3% | -11.2% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling