+4,345.7%
TYL vs XHB
+172.9%
+4,172.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.7% |
| 7D | +6.7% | +1.3% | +5.4% | +6.0% |
| 30D | +26.5% | +7.8% | +18.7% | +22.7% |
| 3M | +37.3% | -5.5% | +42.8% | +40.3% |
| 6M | +31.2% | -2.6% | +33.7% | +31.4% |
| YTD | -7.4% | +0.4% | -7.7% | -9.3% |
| 1Y | -9.6% | -1.0% | -8.6% | -11.1% |
| 3Y | +1.9% | +37.3% | -35.4% | -15.2% |
| 5Y | -21.1% | +33.7% | -54.8% | -33.7% |
| 10Y | +171.8% | +256.9% | -85.1% | +46.7% |
| All | +4,345.7% | +172.9% | +4,172.8% | +1,926.0% |
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