+131.9%
XBI vs TYL
+0.8%
+131.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | +0.1% | +4.3% | -4.3% | -0.5% |
| 30D | +0.8% | +28.0% | -27.1% | -2.5% |
| 3M | -1.9% | +32.3% | -34.2% | -5.8% |
| 6M | +15.2% | +29.9% | -14.7% | +10.7% |
| YTD | +27.3% | -7.1% | +34.4% | +32.5% |
| 1Y | +41.5% | -9.2% | +50.7% | +48.1% |
| All | +131.9% | +0.8% | +131.2% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling