+3,373.6%
TYL vs XME
+242.3%
+3,131.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +18.7% | +6.0% | +12.8% | +16.6% |
| 3M | +18.1% | -7.7% | +25.9% | +19.7% |
| 6M | -1.1% | +1.0% | -2.1% | -3.4% |
| YTD | -19.8% | +14.6% | -34.4% | -24.8% |
| 1Y | -34.3% | +46.0% | -80.3% | -43.2% |
| 3Y | -8.2% | +127.0% | -135.2% | -31.9% |
| 5Y | -25.4% | +175.8% | -201.2% | -48.7% |
| 10Y | +115.6% | +414.6% | -299.1% | +13.8% |
| All | +3,373.6% | +242.3% | +3,131.3% | +1,553.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling