-38.6%
TYL vs XME
+42.7%
-81.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.3% |
| 7D | -7.6% | +3.6% | -11.2% | -7.2% |
| 30D | +11.3% | +3.6% | +7.7% | +11.8% |
| 3M | +14.5% | +1.2% | +13.3% | +15.9% |
| 6M | -7.1% | +9.0% | -16.2% | -6.0% |
| YTD | -23.4% | +15.9% | -39.3% | -21.3% |
| 1Y | -38.6% | +43.2% | -81.7% | -37.1% |
| All | -38.6% | +42.7% | -81.3% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling