+1.0%
XLU vs TYL
-10.1%
+11.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | +0.6% |
| 7D | +2.6% | +17.3% | -14.6% | +3.2% |
| 30D | +9.1% | +28.9% | -19.8% | +10.4% |
| 3M | -0.4% | +35.1% | -35.5% | +1.1% |
| 6M | -4.7% | +29.3% | -34.0% | -3.4% |
| YTD | +4.3% | -6.8% | +11.1% | +2.0% |
| 1Y | +1.0% | -9.9% | +10.9% | -1.5% |
| All | +1.0% | -10.1% | +11.1% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling