+29.0%
XLB vs TYL
-21.3%
+50.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.2% |
| 7D | -1.5% | +6.7% | -8.2% | -2.9% |
| 30D | +6.1% | +26.5% | -20.5% | +0.5% |
| 3M | 0.0% | +37.3% | -37.3% | -7.3% |
| 6M | 0.0% | +31.2% | -31.2% | -7.0% |
| YTD | +16.0% | -7.4% | +23.4% | +17.8% |
| 1Y | +24.7% | -9.6% | +34.3% | +27.5% |
| 3Y | +40.4% | +1.9% | +38.5% | +35.5% |
| All | +29.0% | -21.3% | +50.4% | +28.5% |
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