+167.2%
XLE vs TYL
+168.7%
-1.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | -12.0% | +6.7% | -18.7% | -13.0% |
| 30D | -2.7% | +26.5% | -29.3% | -6.8% |
| 3M | +6.6% | +37.3% | -30.7% | +0.4% |
| 6M | +9.5% | +31.2% | -21.6% | +3.5% |
| YTD | +40.6% | -7.4% | +47.9% | +41.0% |
| 1Y | +43.6% | -9.6% | +53.2% | +44.7% |
| 3Y | +58.1% | +1.9% | +56.2% | +52.9% |
| 5Y | +152.2% | -21.1% | +173.3% | +153.7% |
| All | +167.2% | +168.7% | -1.5% | +94.3% |
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