+175.3%
XEL vs TYL
+174.6%
+0.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +1.1% | +3.5% | -2.5% | +0.5% |
| 30D | +8.7% | +26.9% | -18.2% | +4.5% |
| 3M | +3.5% | +33.8% | -30.3% | -1.6% |
| 6M | +2.6% | +28.8% | -26.3% | -2.4% |
| YTD | +11.1% | -7.9% | +18.9% | +11.8% |
| 1Y | +2.2% | -9.8% | +11.9% | +3.2% |
| 3Y | +51.1% | +1.2% | +49.9% | +47.1% |
| 5Y | +48.0% | -22.8% | +70.8% | +49.5% |
| 10Y | +175.3% | +168.8% | +6.5% | +125.7% |
| All | +175.3% | +174.6% | +0.8% | +125.7% |
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 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