-22.4%
TYL vs XHB
+33.2%
-55.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.6% |
| 7D | +6.7% | +1.3% | +5.4% | +5.9% |
| 30D | +26.5% | +7.8% | +18.7% | +22.1% |
| 3M | +37.3% | -5.5% | +42.8% | +40.6% |
| 6M | +31.2% | -2.6% | +33.7% | +31.2% |
| YTD | -7.4% | +0.4% | -7.7% | -10.0% |
| 1Y | -9.6% | -1.0% | -8.6% | -11.6% |
| 3Y | +1.9% | +37.3% | -35.4% | -25.9% |
| All | -22.4% | +33.2% | -55.6% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling