+1,472.6%
XLK vs TYL
+5,843.3%
-4,370.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.4% |
| 7D | +0.9% | -3.7% | +4.5% | +1.5% |
| 30D | +0.7% | +18.7% | -18.0% | -2.5% |
| 3M | -2.9% | +18.1% | -21.1% | -6.6% |
| 6M | +34.3% | -1.1% | +35.4% | +33.0% |
| YTD | +30.4% | -19.8% | +50.2% | +33.5% |
| 1Y | +43.4% | -34.3% | +77.7% | +52.0% |
| 3Y | +116.8% | -8.2% | +125.1% | +115.1% |
| 5Y | +144.0% | -25.4% | +169.4% | +150.2% |
| 10Y | +778.8% | +115.6% | +663.2% | +665.8% |
| All | +1,472.6% | +5,843.3% | -4,370.8% | +754.2% |
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