+83.9%
XLI vs TYL
-25.2%
+109.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.2% |
| 7D | -1.1% | -3.7% | +2.6% | -0.3% |
| 30D | -5.9% | +18.7% | -24.7% | -9.4% |
| 3M | -0.3% | +18.1% | -18.4% | -4.3% |
| 6M | +0.1% | -1.1% | +1.2% | -0.2% |
| YTD | +13.6% | -19.8% | +33.4% | +19.2% |
| 1Y | +17.2% | -34.3% | +51.5% | +30.3% |
| 3Y | +68.2% | -8.2% | +76.4% | +65.9% |
| All | +83.9% | -25.2% | +109.1% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling