+164.2%
XLB vs TYL
+183.6%
-19.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.5% | +0.8% | -0.3% | +0.3% |
| 30D | +5.2% | +21.1% | -16.0% | -0.3% |
| 3M | +0.3% | +28.9% | -28.6% | -6.9% |
| 6M | +1.2% | +42.0% | -40.9% | -9.4% |
| YTD | +16.6% | -6.6% | +23.2% | +17.0% |
| 1Y | +21.4% | -9.1% | +30.5% | +22.8% |
| 3Y | +43.2% | +1.8% | +41.4% | +36.9% |
| 5Y | +28.0% | -22.9% | +51.0% | +30.3% |
| All | +164.2% | +183.6% | -19.4% | +80.0% |
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