+252.4%
XLI vs TYL
+106.7%
+145.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.7% |
| 7D | +1.0% | -7.6% | +8.6% | +3.0% |
| 30D | -5.8% | +11.3% | -17.1% | -8.6% |
| 3M | +0.7% | +14.5% | -13.8% | -3.7% |
| 6M | +3.2% | -7.1% | +10.3% | +4.0% |
| YTD | +13.0% | -23.4% | +36.4% | +19.6% |
| 1Y | +16.8% | -38.6% | +55.3% | +32.3% |
| 3Y | +72.4% | -11.3% | +83.7% | +70.4% |
| 5Y | +82.8% | -28.0% | +110.7% | +87.9% |
| 10Y | +252.4% | +104.9% | +147.6% | +159.9% |
| All | +252.4% | +106.7% | +145.8% | +159.9% |
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