+24.3%
XLP vs TYL
-10.1%
+34.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.7% | -1.3% | +3.0% |
| 7D | +5.9% | +17.3% | -11.4% | +4.6% |
| 30D | +13.5% | +28.9% | -15.4% | +11.5% |
| 3M | +8.4% | +35.1% | -26.7% | +6.3% |
| 6M | +11.5% | +29.3% | -17.8% | +9.0% |
| YTD | +20.6% | -6.8% | +27.4% | +20.5% |
| 1Y | +24.3% | -9.9% | +34.2% | +25.3% |
| All | +24.3% | -10.1% | +34.4% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling