+23.2%
XBI vs TYL
-28.2%
+51.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.3% | +0.5% |
| 7D | -0.9% | -7.6% | +6.7% | +1.9% |
| 30D | +2.9% | +11.3% | -8.4% | -1.5% |
| 3M | +26.2% | +14.5% | +11.7% | +18.4% |
| 6M | +30.7% | -7.1% | +37.9% | +32.6% |
| YTD | +32.9% | -23.4% | +56.3% | +45.9% |
| 1Y | +72.3% | -38.6% | +110.8% | +110.6% |
| 3Y | +107.2% | -11.3% | +118.5% | +98.1% |
| 5Y | +23.2% | -28.0% | +51.1% | +32.7% |
| All | +23.2% | -28.2% | +51.3% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling