+566.3%
XLP vs TYL
+6,809.4%
-6,243.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.7% | -1.3% | +3.0% |
| 7D | +5.9% | +17.3% | -11.4% | +4.5% |
| 30D | +13.5% | +28.9% | -15.4% | +11.2% |
| 3M | +8.4% | +35.1% | -26.7% | +5.8% |
| 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% | +24.5% |
| 3Y | +45.1% | +1.7% | +43.4% | +43.5% |
| 5Y | +44.6% | -21.6% | +66.2% | +44.6% |
| 10Y | +133.1% | +173.5% | -40.4% | +112.8% |
| All | +566.3% | +6,809.4% | -6,243.1% | +409.5% |
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