+154.8%
XBI vs TYL
+105.1%
+49.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.9% |
| 7D | -3.6% | -8.6% | +5.0% | +0.1% |
| 30D | +0.9% | +7.5% | -6.7% | -2.7% |
| 3M | +21.4% | +10.9% | +10.5% | +14.2% |
| 6M | +25.5% | -6.7% | +32.2% | +26.5% |
| YTD | +30.8% | -24.5% | +55.4% | +44.1% |
| 1Y | +68.6% | -38.6% | +107.2% | +105.7% |
| 3Y | +103.9% | -12.6% | +116.5% | +97.6% |
| 5Y | +20.8% | -28.2% | +49.0% | +28.0% |
| All | +154.8% | +105.1% | +49.7% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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