+218.0%
XLE vs TYL
-25.2%
+243.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | -0.4% |
| 7D | +2.2% | -3.7% | +5.9% | +2.6% |
| 30D | +11.8% | +18.7% | -7.0% | +9.6% |
| 3M | +9.8% | +18.1% | -8.3% | +7.4% |
| 6M | +15.6% | -1.1% | +16.7% | +15.4% |
| YTD | +45.3% | -19.8% | +65.1% | +48.6% |
| 1Y | +48.3% | -34.3% | +82.6% | +56.0% |
| 3Y | +55.4% | -8.2% | +63.7% | +54.4% |
| All | +218.0% | -25.2% | +243.2% | +212.5% |
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