+115.5%
XLK vs TYL
-22.1%
+137.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | +7.0% | -1.6% | +8.6% | +7.5% |
| 30D | -11.5% | +22.1% | -33.6% | -17.2% |
| 3M | -7.9% | +33.4% | -41.2% | -16.9% |
| 6M | -0.6% | +36.8% | -37.4% | -12.6% |
| YTD | +21.1% | -6.7% | +27.8% | +23.7% |
| 1Y | +18.8% | -9.2% | +28.1% | +22.7% |
| 3Y | +97.3% | +1.2% | +96.1% | +85.2% |
| 5Y | +115.5% | -23.0% | +138.6% | +127.4% |
| All | +115.5% | -22.1% | +137.7% | +127.4% |
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