-4.1%
XLC vs TYL
-8.8%
+4.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.0% | +2.5% |
| 7D | +7.1% | +3.5% | +3.6% | +6.8% |
| 30D | -2.7% | +26.9% | -29.6% | -4.6% |
| 3M | -3.2% | +33.8% | -37.0% | -5.4% |
| 6M | -7.7% | +28.8% | -36.5% | -9.7% |
| YTD | -8.0% | -7.9% | -0.1% | -7.9% |
| All | -4.1% | -8.8% | +4.8% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling