+162.4%
XLU vs TYL
+183.6%
-21.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.1% | +0.8% | +1.3% | +2.0% |
| 30D | +5.6% | +21.1% | -15.6% | +2.1% |
| 3M | +0.7% | +28.9% | -28.2% | -3.8% |
| 6M | -0.1% | +42.0% | -42.1% | -6.7% |
| YTD | +5.3% | -6.6% | +11.9% | +5.7% |
| 1Y | +2.2% | -9.1% | +11.2% | +3.1% |
| 3Y | +61.6% | +1.8% | +59.8% | +56.3% |
| 5Y | +53.6% | -22.9% | +76.5% | +55.0% |
| All | +162.4% | +183.6% | -21.2% | +111.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling