+3,748.1%
TYL vs XHB
+173.9%
+3,574.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.4% |
| 7D | -3.7% | -1.3% | -2.4% | -3.2% |
| 30D | +18.7% | -6.9% | +25.6% | +22.1% |
| 3M | +18.1% | -1.3% | +19.4% | +18.0% |
| 6M | -1.1% | -6.8% | +5.7% | +0.2% |
| YTD | -19.8% | +0.7% | -20.5% | -21.6% |
| 1Y | -34.3% | -11.2% | -23.1% | -32.3% |
| 3Y | -8.2% | +25.3% | -33.6% | -20.5% |
| 5Y | -25.4% | +37.3% | -62.7% | -38.0% |
| 10Y | +115.6% | +211.5% | -95.9% | +22.9% |
| All | +3,748.1% | +173.9% | +3,574.2% | +1,651.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling