+30.8%
XEL vs TYL
-25.2%
+56.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.4% |
| 7D | -1.0% | -3.7% | +2.7% | -0.6% |
| 30D | -1.9% | +18.7% | -20.7% | -3.8% |
| 3M | -1.9% | +18.1% | -20.0% | -3.9% |
| 6M | -7.4% | -1.1% | -6.3% | -7.6% |
| YTD | +4.1% | -19.8% | +23.9% | +6.9% |
| 1Y | +8.0% | -34.3% | +42.4% | +14.6% |
| 3Y | +48.4% | -8.2% | +56.6% | +47.7% |
| All | +30.8% | -25.2% | +56.0% | +23.8% |
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