+2,023.0%
XEL vs TYL
+14,603.2%
-12,580.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | +1.7% | +4.3% | -2.6% | +1.5% |
| 30D | +8.6% | +28.0% | -19.4% | +7.1% |
| 3M | +5.1% | +32.3% | -27.3% | +3.4% |
| 6M | +2.5% | +29.9% | -27.4% | +0.8% |
| YTD | +11.0% | -7.1% | +18.1% | +10.9% |
| 1Y | +2.7% | -9.2% | +12.0% | +2.8% |
| 3Y | +49.7% | +0.7% | +49.0% | +48.6% |
| 5Y | +46.1% | -21.1% | +67.2% | +46.0% |
| 10Y | +181.5% | +180.8% | +0.7% | +163.9% |
| All | +2,023.0% | +14,603.2% | -12,580.2% | +1,584.2% |
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