+907.0%
XBI vs TYL
+4,346.4%
-3,439.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | -1.8% | +0.5% | -2.3% | -2.1% |
| 30D | +3.2% | +25.2% | -21.9% | -7.0% |
| 3M | -1.1% | +31.8% | -32.9% | -13.6% |
| 6M | +16.1% | +36.3% | -20.2% | -1.9% |
| YTD | +28.3% | -6.3% | +34.6% | +25.9% |
| 1Y | +37.7% | -9.5% | +47.2% | +37.2% |
| 3Y | +134.9% | +1.6% | +133.3% | +115.0% |
| 5Y | +24.5% | -21.8% | +46.3% | +26.8% |
| 10Y | +139.4% | +183.3% | -43.9% | +31.0% |
| All | +907.0% | +4,346.4% | -3,439.4% | +76.3% |
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