-23.1%
TYL vs XME
+108.0%
-131.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +21.1% | -6.1% | +27.3% | +22.3% |
| 3M | +28.9% | -18.6% | +47.5% | +33.8% |
| 6M | +42.0% | -23.9% | +65.9% | +48.9% |
| YTD | -6.6% | -9.3% | +2.8% | -8.0% |
| 1Y | -9.1% | +1.8% | -10.8% | -13.9% |
| 3Y | +1.8% | +93.0% | -91.2% | -27.6% |
| All | -23.1% | +108.0% | -131.0% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling