+35.8%
XLC vs TYL
-21.3%
+57.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.1% |
| 7D | +4.9% | +6.7% | -1.8% | +2.8% |
| 30D | -5.8% | +26.5% | -32.4% | -12.7% |
| 3M | -5.4% | +37.3% | -42.7% | -15.0% |
| 6M | -10.2% | +31.2% | -41.3% | -18.7% |
| YTD | -10.2% | -7.4% | -2.8% | -8.8% |
| 1Y | -5.6% | -9.6% | +3.9% | -3.4% |
| 3Y | +61.0% | +1.9% | +59.1% | +50.6% |
| All | +35.8% | -21.3% | +57.2% | +34.5% |
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