+425.8%
XLF vs TYL
+6,784.2%
-6,358.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +1.9% | +4.3% | -2.4% | +1.2% |
| 30D | +6.5% | +28.0% | -21.4% | +2.1% |
| 3M | +1.2% | +32.3% | -31.1% | -3.8% |
| 6M | +14.6% | +29.9% | -15.3% | +8.8% |
| YTD | +7.7% | -7.1% | +14.8% | +7.6% |
| 1Y | +11.8% | -9.2% | +21.0% | +12.0% |
| 3Y | +80.1% | +0.7% | +79.4% | +76.2% |
| 5Y | +59.0% | -21.1% | +80.0% | +59.8% |
| 10Y | +224.2% | +180.8% | +43.4% | +164.2% |
| All | +425.8% | +6,784.2% | -6,358.4% | +180.6% |
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