+163.9%
XLE vs TYL
+169.5%
-5.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -6.7% | +4.3% | -11.0% | -7.4% |
| 30D | -4.4% | +28.0% | -32.4% | -8.6% |
| 3M | +4.0% | +32.3% | -28.3% | -1.4% |
| 6M | +13.2% | +29.9% | -16.7% | +7.1% |
| YTD | +41.9% | -7.1% | +49.0% | +42.3% |
| 1Y | +41.6% | -9.2% | +50.9% | +42.6% |
| 3Y | +64.0% | +0.7% | +63.3% | +59.1% |
| 5Y | +158.1% | -21.1% | +179.2% | +159.7% |
| 10Y | +163.9% | +180.8% | -16.9% | +92.6% |
| All | +163.9% | +169.5% | -5.6% | +92.6% |
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 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