+227.3%
XLI vs TYL
+183.3%
+44.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +4.3% | -1.6% | +5.9% | +4.7% |
| 30D | +0.5% | +22.1% | -21.7% | -4.7% |
| 3M | -8.6% | +33.4% | -42.0% | -15.6% |
| 6M | -2.3% | +36.8% | -39.1% | -11.3% |
| YTD | +10.1% | -6.7% | +16.8% | +10.4% |
| 1Y | +11.0% | -9.2% | +20.2% | +12.2% |
| 3Y | +72.3% | +1.2% | +71.1% | +65.1% |
| 5Y | +70.8% | -23.0% | +93.9% | +74.4% |
| All | +227.3% | +183.3% | +44.1% | +116.2% |
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