+168.9%
TYL vs XME
+300.2%
-131.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.4% | -5.6% | -3.0% |
| 7D | +6.7% | -4.5% | +11.1% | +7.6% |
| 30D | +26.5% | -10.9% | +37.4% | +29.3% |
| 3M | +37.3% | -15.3% | +52.5% | +41.4% |
| 6M | +31.2% | -24.6% | +55.8% | +37.7% |
| YTD | -7.4% | -9.6% | +2.3% | -7.9% |
| 1Y | -9.6% | +2.9% | -12.5% | -13.5% |
| 3Y | +1.9% | +86.9% | -85.0% | -19.7% |
| 5Y | -21.1% | +115.2% | -136.3% | -40.5% |
| All | +168.9% | +300.2% | -131.3% | +67.1% |
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