+1,117.4%
XLI vs TYL
+5,843.3%
-4,725.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.0% |
| 7D | -1.1% | -3.7% | +2.6% | -0.6% |
| 30D | -5.9% | +18.7% | -24.7% | -8.3% |
| 3M | -0.3% | +18.1% | -18.4% | -3.0% |
| 6M | +0.1% | -1.1% | +1.2% | -0.5% |
| YTD | +13.6% | -19.8% | +33.4% | +15.8% |
| 1Y | +17.2% | -34.3% | +51.5% | +22.8% |
| 3Y | +68.2% | -8.2% | +76.4% | +67.2% |
| 5Y | +80.7% | -25.4% | +106.1% | +83.0% |
| 10Y | +253.3% | +115.6% | +137.7% | +209.3% |
| All | +1,117.4% | +5,843.3% | -4,725.9% | +630.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling