+816.1%
XLB vs TYL
+6,766.3%
-5,950.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | -1.5% | +6.7% | -8.2% | -2.4% |
| 30D | +6.1% | +26.5% | -20.5% | +2.5% |
| 3M | 0.0% | +37.3% | -37.3% | -4.6% |
| 6M | 0.0% | +31.2% | -31.2% | -4.5% |
| YTD | +16.0% | -7.4% | +23.4% | +15.8% |
| 1Y | +24.7% | -9.6% | +34.3% | +24.9% |
| 3Y | +40.4% | +1.9% | +38.5% | +37.5% |
| 5Y | +30.7% | -21.1% | +51.8% | +31.2% |
| 10Y | +173.3% | +171.8% | +1.5% | +132.6% |
| All | +816.1% | +6,766.3% | -5,950.2% | +446.9% |
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