+145.7%
XLK vs TYL
-28.2%
+173.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.8% |
| 7D | +2.3% | -7.6% | +9.9% | +4.9% |
| 30D | -0.1% | +11.3% | -11.4% | -4.0% |
| 3M | +2.1% | +14.5% | -12.4% | -4.2% |
| 6M | +37.2% | -7.1% | +44.3% | +39.0% |
| YTD | +30.8% | -23.4% | +54.2% | +43.0% |
| 1Y | +42.6% | -38.6% | +81.2% | +72.7% |
| 3Y | +121.8% | -11.3% | +133.1% | +114.1% |
| 5Y | +145.7% | -28.0% | +173.6% | +154.4% |
| All | +145.7% | -28.2% | +173.8% | +154.4% |
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 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