+149.9%
XLE vs TYL
-21.3%
+171.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -12.0% | +6.7% | -18.7% | -12.6% |
| 30D | -2.7% | +26.5% | -29.3% | -5.3% |
| 3M | +6.6% | +37.3% | -30.7% | +2.7% |
| 6M | +9.5% | +31.2% | -21.6% | +5.7% |
| YTD | +40.6% | -7.4% | +47.9% | +41.3% |
| 1Y | +43.6% | -9.6% | +53.2% | +44.8% |
| 3Y | +58.1% | +1.9% | +56.2% | +55.5% |
| All | +149.9% | -21.3% | +171.2% | +146.4% |
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