+508.9%
XLP vs TYL
+5,843.3%
-5,334.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.5% |
| 7D | -1.0% | -3.7% | +2.7% | -0.7% |
| 30D | -0.9% | +18.7% | -19.6% | -2.2% |
| 3M | +3.8% | +18.1% | -14.3% | +2.3% |
| 6M | -1.7% | -1.1% | -0.6% | -1.9% |
| YTD | +10.3% | -19.8% | +30.1% | +11.6% |
| 1Y | +7.8% | -34.3% | +42.1% | +10.7% |
| 3Y | +27.2% | -8.2% | +35.4% | +26.8% |
| 5Y | +32.5% | -25.4% | +57.9% | +33.2% |
| 10Y | +101.8% | +115.6% | -13.8% | +87.5% |
| All | +508.9% | +5,843.3% | -5,334.4% | +371.5% |
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