+1,360.8%
XLK vs TYL
+6,815.8%
-5,454.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | +7.0% | -1.6% | +8.6% | +7.3% |
| 30D | -11.5% | +22.1% | -33.6% | -14.8% |
| 3M | -7.9% | +33.4% | -41.2% | -13.0% |
| 6M | -0.6% | +36.8% | -37.4% | -7.4% |
| YTD | +21.1% | -6.7% | +27.8% | +20.2% |
| 1Y | +18.8% | -9.2% | +28.1% | +18.4% |
| 3Y | +97.3% | +1.2% | +96.1% | +91.6% |
| 5Y | +115.5% | -23.0% | +138.6% | +118.4% |
| 10Y | +723.7% | +182.0% | +541.7% | +584.3% |
| All | +1,360.8% | +6,815.8% | -5,454.9% | +668.6% |
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