+136.0%
XLC vs TYL
+79.5%
+56.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +3.7% | +0.8% | +2.9% | +3.4% |
| 30D | -1.9% | +21.1% | -23.0% | -8.8% |
| 3M | -3.1% | +28.9% | -32.0% | -12.3% |
| 6M | -6.4% | +42.0% | -48.4% | -19.2% |
| YTD | -6.8% | -6.6% | -0.2% | -6.6% |
| 1Y | -1.7% | -9.1% | +7.4% | -0.4% |
| 3Y | +64.7% | +1.8% | +62.8% | +53.2% |
| 5Y | +41.1% | -22.9% | +64.0% | +44.2% |
| All | +136.0% | +79.5% | +56.5% | +46.2% |
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