+128.8%
XLP vs TYL
+174.6%
-45.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +0.1% | +3.5% | -3.5% | -0.6% |
| 30D | +8.9% | +26.9% | -18.0% | +4.3% |
| 3M | +7.5% | +33.8% | -26.4% | +1.8% |
| 6M | +9.4% | +28.8% | -19.4% | +3.9% |
| YTD | +19.3% | -7.9% | +27.1% | +19.8% |
| 1Y | +21.7% | -9.8% | +31.5% | +22.7% |
| 3Y | +44.0% | +1.2% | +42.8% | +40.0% |
| 5Y | +42.8% | -22.8% | +65.6% | +44.2% |
| 10Y | +128.8% | +168.8% | -40.0% | +77.8% |
| All | +128.8% | +174.6% | -45.8% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling