+776.9%
XLK vs TYL
+100.8%
+676.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.5% |
| 7D | -0.4% | -11.5% | +11.1% | +4.7% |
| 30D | -0.5% | +3.9% | -4.4% | -2.5% |
| 3M | +5.0% | +10.8% | -5.8% | -1.7% |
| 6M | +32.9% | -5.3% | +38.1% | +32.3% |
| YTD | +29.0% | -26.1% | +55.1% | +42.7% |
| 1Y | +37.8% | -38.5% | +76.4% | +66.5% |
| 3Y | +118.7% | -14.5% | +133.1% | +114.2% |
| 5Y | +145.6% | -28.9% | +174.4% | +158.8% |
| All | +776.9% | +100.8% | +676.1% | +466.4% |
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