+41.6%
XLE vs TYL
-8.1%
+49.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | -6.7% | +4.3% | -11.0% | -6.7% |
| 30D | -4.4% | +28.0% | -32.4% | -5.0% |
| 3M | +4.0% | +32.3% | -28.3% | +3.2% |
| 6M | +13.2% | +29.9% | -16.7% | +12.3% |
| YTD | +41.9% | -7.1% | +49.0% | +40.7% |
| 1Y | +41.6% | -9.2% | +50.9% | +41.0% |
| All | +41.6% | -8.1% | +49.7% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling