+46.7%
XLB vs TYL
+0.5%
+46.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | -1.4% | +3.5% | -4.9% | -1.8% |
| 30D | +7.1% | +26.9% | -19.8% | +4.0% |
| 3M | +0.6% | +33.8% | -33.2% | -3.2% |
| 6M | +3.5% | +28.8% | -25.4% | -0.1% |
| YTD | +18.2% | -7.9% | +26.1% | +21.9% |
| 1Y | +25.6% | -9.8% | +35.4% | +30.2% |
| 3Y | +46.7% | +1.2% | +45.5% | +50.0% |
| All | +46.7% | +0.5% | +46.1% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling