+43.8%
XLU vs TYL
-29.1%
+72.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | +0.6% | -8.6% | +9.2% | +1.6% |
| 30D | -0.4% | +7.5% | -8.0% | -1.3% |
| 3M | -1.7% | +10.9% | -12.7% | -3.2% |
| 6M | -7.1% | -6.7% | -0.4% | -6.6% |
| YTD | +1.9% | -24.5% | +26.4% | +5.5% |
| 1Y | +6.1% | -38.6% | +44.7% | +13.6% |
| 3Y | +48.8% | -12.6% | +61.4% | +47.4% |
| 5Y | +43.8% | -28.2% | +72.0% | +38.6% |
| All | +43.8% | -29.1% | +72.9% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling