+146.7%
XEL vs TYL
+106.7%
+40.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +2.3% |
| 7D | +1.3% | -7.6% | +8.9% | +2.6% |
| 30D | -1.5% | +11.3% | -12.8% | -3.4% |
| 3M | -0.2% | +14.5% | -14.7% | -2.9% |
| 6M | -5.4% | -7.1% | +1.7% | -4.9% |
| YTD | +5.6% | -23.4% | +29.0% | +9.7% |
| 1Y | +10.5% | -38.6% | +49.0% | +19.9% |
| 3Y | +49.2% | -11.3% | +60.5% | +48.0% |
| 5Y | +30.1% | -28.0% | +58.1% | +31.6% |
| 10Y | +146.7% | +104.9% | +41.8% | +110.5% |
| All | +146.7% | +106.7% | +40.0% | +110.5% |
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