+134.0%
XLC vs TYL
+78.5%
+55.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.1% |
| 7D | +6.2% | +4.3% | +1.9% | +4.6% |
| 30D | -2.4% | +28.0% | -30.3% | -11.0% |
| 3M | -3.3% | +32.3% | -35.7% | -13.4% |
| 6M | -7.3% | +29.9% | -37.2% | -17.3% |
| YTD | -7.6% | -7.1% | -0.5% | -7.2% |
| 1Y | -3.7% | -9.2% | +5.5% | -2.4% |
| 3Y | +62.9% | +0.7% | +62.2% | +52.2% |
| 5Y | +41.6% | -21.1% | +62.7% | +43.1% |
| All | +134.0% | +78.5% | +55.5% | +45.2% |
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