+234.4%
XLF vs TYL
+174.6%
+59.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.6% |
| 7D | +0.7% | +3.5% | -2.8% | -0.2% |
| 30D | +6.0% | +26.9% | -20.9% | -1.0% |
| 3M | +1.0% | +33.8% | -32.8% | -7.3% |
| 6M | +14.0% | +28.8% | -14.9% | +4.9% |
| YTD | +7.2% | -7.9% | +15.1% | +7.8% |
| 1Y | +11.6% | -9.8% | +21.4% | +12.9% |
| 3Y | +81.2% | +1.2% | +80.0% | +73.7% |
| 5Y | +57.9% | -22.8% | +80.7% | +60.6% |
| 10Y | +234.4% | +168.8% | +65.6% | +125.1% |
| All | +234.4% | +174.6% | +59.9% | +125.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling