+820.5%
XLB vs TYL
+5,843.3%
-5,022.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.2% |
| 7D | -1.4% | -3.7% | +2.3% | -0.9% |
| 30D | -0.4% | +18.7% | -19.1% | -2.8% |
| 3M | +2.0% | +18.1% | -16.2% | -0.7% |
| 6M | +1.8% | -1.1% | +3.0% | +1.3% |
| YTD | +16.6% | -19.8% | +36.4% | +18.9% |
| 1Y | +16.9% | -34.3% | +51.3% | +22.7% |
| 3Y | +32.6% | -8.2% | +40.8% | +31.9% |
| 5Y | +35.6% | -25.4% | +61.1% | +37.6% |
| 10Y | +160.0% | +115.6% | +44.4% | +128.6% |
| All | +820.5% | +5,843.3% | -5,022.8% | +461.9% |
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