+60.5%
XLU vs TYL
+0.8%
+59.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.2% |
| 7D | +0.7% | +4.3% | -3.6% | +0.6% |
| 30D | +5.6% | +28.0% | -22.3% | +4.8% |
| 3M | +2.1% | +32.3% | -30.2% | +1.2% |
| 6M | -0.9% | +29.9% | -30.8% | -1.7% |
| YTD | +4.6% | -7.1% | +11.7% | +6.4% |
| 1Y | +0.3% | -9.2% | +9.5% | +2.3% |
| All | +60.5% | +0.8% | +59.7% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling