+988.5%
XLE vs TYL
+6,926.4%
-5,937.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.2% |
| 7D | -10.3% | +15.1% | -25.4% | -12.0% |
| 30D | -3.3% | +30.1% | -33.4% | -6.6% |
| 3M | +8.2% | +40.4% | -32.2% | +3.3% |
| 6M | +5.0% | +31.3% | -26.2% | +0.8% |
| YTD | +40.6% | -5.2% | +45.8% | +39.9% |
| 1Y | +45.0% | -6.6% | +51.6% | +44.5% |
| 3Y | +56.3% | +3.4% | +52.9% | +52.7% |
| 5Y | +152.2% | -19.3% | +171.5% | +150.8% |
| 10Y | +173.0% | +178.1% | -5.1% | +129.9% |
| All | +988.5% | +6,926.4% | -5,937.9% | +562.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling