+235.2%
XLI vs TYL
+174.6%
+60.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.0% |
| 7D | -0.5% | +3.5% | -4.0% | -1.4% |
| 30D | -0.2% | +26.9% | -27.1% | -6.3% |
| 3M | -8.6% | +33.8% | -42.4% | -15.7% |
| 6M | -2.0% | +28.8% | -30.8% | -9.5% |
| YTD | +9.7% | -7.9% | +17.6% | +10.4% |
| 1Y | +11.4% | -9.8% | +21.2% | +12.7% |
| 3Y | +74.2% | +1.2% | +73.0% | +66.9% |
| 5Y | +70.0% | -22.8% | +92.8% | +73.0% |
| 10Y | +235.2% | +168.8% | +66.4% | +124.8% |
| All | +235.2% | +174.6% | +60.7% | +124.8% |
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