+43.0%
XLC vs TYL
-20.9%
+63.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +3.5% | +0.5% | +2.9% | +3.3% |
| 30D | -2.6% | +25.2% | -27.7% | -9.4% |
| 3M | -2.1% | +31.8% | -33.8% | -10.8% |
| 6M | -5.5% | +36.3% | -41.8% | -15.5% |
| YTD | -6.9% | -6.3% | -0.6% | -5.8% |
| 1Y | -3.7% | -9.5% | +5.7% | -1.3% |
| 3Y | +64.2% | +1.6% | +62.6% | +54.1% |
| 5Y | +43.0% | -21.8% | +64.8% | +41.5% |
| All | +43.0% | -20.9% | +63.9% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling