+67.4%
XLI vs TYL
+2.6%
+64.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | -2.8% | +6.7% | -9.5% | -3.3% |
| 30D | -3.1% | +26.5% | -29.6% | -5.0% |
| 3M | -11.7% | +37.3% | -49.0% | -14.3% |
| 6M | -7.6% | +31.2% | -38.7% | -10.0% |
| YTD | +5.7% | -7.4% | +13.1% | +9.9% |
| 1Y | +7.8% | -9.6% | +17.4% | +12.7% |
| 3Y | +67.4% | +1.9% | +65.5% | +70.6% |
| All | +67.4% | +2.6% | +64.8% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling