+98.4%
XLK vs TYL
+1.2%
+97.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | +7.0% | -1.6% | +8.6% | +7.1% |
| 30D | -11.5% | +22.1% | -33.6% | -13.0% |
| 3M | -7.9% | +33.4% | -41.2% | -10.5% |
| 6M | -0.6% | +36.8% | -37.4% | -4.3% |
| YTD | +21.1% | -6.7% | +27.8% | +28.2% |
| 1Y | +18.8% | -9.2% | +28.1% | +26.7% |
| All | +98.4% | +1.2% | +97.2% | +103.7% |
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 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