+180.7%
TYL vs XME
+274.9%
-94.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.3% |
| 7D | +4.3% | -0.2% | +4.5% | +4.2% |
| 30D | +28.0% | -9.2% | +37.1% | +30.2% |
| 3M | +32.3% | -17.8% | +50.1% | +37.3% |
| 6M | +29.9% | -20.0% | +49.9% | +34.5% |
| YTD | -7.1% | -6.6% | -0.5% | -8.4% |
| 1Y | -9.2% | +1.8% | -11.0% | -12.7% |
| 3Y | +0.7% | +98.7% | -98.0% | -22.0% |
| 5Y | -21.1% | +123.9% | -145.0% | -41.1% |
| All | +180.7% | +274.9% | -94.2% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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