+643.4%
XLU vs TYL
+5,843.3%
-5,200.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.5% |
| 7D | +0.8% | -3.7% | +4.5% | +1.1% |
| 30D | -1.3% | +18.7% | -20.1% | -2.9% |
| 3M | -1.3% | +18.1% | -19.5% | -3.0% |
| 6M | -7.6% | -1.1% | -6.5% | -7.9% |
| YTD | +2.3% | -19.8% | +22.1% | +3.6% |
| 1Y | +5.8% | -34.3% | +40.1% | +9.0% |
| 3Y | +50.5% | -8.2% | +58.8% | +49.7% |
| 5Y | +44.1% | -25.4% | +69.5% | +44.7% |
| 10Y | +138.2% | +115.6% | +22.6% | +118.1% |
| All | +643.4% | +5,843.3% | -5,200.0% | +425.6% |
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 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