+34.1%
XLP vs TYL
-25.2%
+59.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.3% |
| 7D | -1.0% | -3.7% | +2.7% | -0.5% |
| 30D | -0.9% | +18.7% | -19.6% | -3.2% |
| 3M | +3.8% | +18.1% | -14.3% | +1.3% |
| 6M | -1.7% | -1.1% | -0.6% | -2.1% |
| YTD | +10.3% | -19.8% | +30.1% | +13.2% |
| 1Y | +7.8% | -34.3% | +42.1% | +14.3% |
| 3Y | +27.2% | -8.2% | +35.4% | +26.5% |
| All | +34.1% | -25.2% | +59.3% | +29.6% |
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 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