+42.7%
XLP vs TYL
-20.5%
+63.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -1.0% |
| 7D | +3.5% | +15.1% | -11.6% | +1.5% |
| 30D | +11.6% | +30.1% | -18.5% | +7.5% |
| 3M | +7.6% | +40.4% | -32.7% | +2.6% |
| 6M | +10.0% | +31.3% | -21.3% | +5.5% |
| YTD | +19.7% | -5.2% | +24.9% | +19.9% |
| 1Y | +23.5% | -6.6% | +30.1% | +24.0% |
| 3Y | +44.0% | +3.4% | +40.6% | +41.1% |
| 5Y | +42.7% | -19.3% | +62.0% | +37.2% |
| All | +42.7% | -20.5% | +63.2% | +37.2% |
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 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