+142.5%
XLC vs TYL
+54.1%
+88.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | +0.3% |
| 7D | -0.8% | -3.7% | +2.8% | +0.5% |
| 30D | +1.0% | +18.7% | -17.7% | -5.4% |
| 3M | -0.7% | +18.1% | -18.8% | -7.6% |
| 6M | -5.1% | -1.1% | -4.0% | -6.1% |
| YTD | -4.3% | -19.8% | +15.5% | +2.0% |
| 1Y | -0.6% | -34.3% | +33.8% | +15.0% |
| 3Y | +72.7% | -8.2% | +80.9% | +66.2% |
| 5Y | +38.0% | -25.4% | +63.4% | +41.5% |
| All | +142.5% | +54.1% | +88.4% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling