+874.1%
XBI vs TYL
+4,326.2%
-3,452.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | +1.9% | -1.6% | +3.5% | +2.5% |
| 30D | +3.0% | +22.1% | -19.1% | -6.2% |
| 3M | -5.1% | +33.4% | -38.5% | -17.6% |
| 6M | +12.2% | +36.8% | -24.6% | -5.3% |
| YTD | +24.1% | -6.7% | +30.8% | +22.0% |
| 1Y | +33.1% | -9.2% | +42.3% | +32.4% |
| 3Y | +127.3% | +1.2% | +126.1% | +108.4% |
| 5Y | +20.2% | -23.0% | +43.3% | +23.3% |
| 10Y | +131.6% | +182.0% | -50.4% | +27.0% |
| All | +874.1% | +4,326.2% | -3,452.2% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling