+152.2%
XLE vs TYL
-20.5%
+172.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.1% |
| 7D | -10.3% | +15.1% | -25.4% | -11.7% |
| 30D | -3.3% | +30.1% | -33.4% | -6.1% |
| 3M | +8.2% | +40.4% | -32.2% | +4.0% |
| 6M | +5.0% | +31.3% | -26.2% | +1.4% |
| YTD | +40.6% | -5.2% | +45.8% | +41.0% |
| 1Y | +45.0% | -6.6% | +51.6% | +45.7% |
| 3Y | +56.3% | +3.4% | +52.9% | +53.6% |
| 5Y | +152.2% | -19.3% | +171.5% | +146.7% |
| All | +152.2% | -20.5% | +172.8% | +146.7% |
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