+11.2%
XLF vs TYL
-8.8%
+20.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.5% |
| 7D | +0.7% | +3.5% | -2.8% | +0.3% |
| 30D | +6.0% | +26.9% | -20.9% | +3.2% |
| 3M | +1.0% | +33.8% | -32.8% | -2.3% |
| 6M | +14.0% | +28.8% | -14.9% | +10.3% |
| YTD | +7.2% | -7.9% | +15.1% | +7.2% |
| All | +11.2% | -8.8% | +20.0% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling