+660.1%
XLU vs TYL
+6,784.2%
-6,124.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.2% |
| 7D | +0.7% | +4.3% | -3.6% | +0.3% |
| 30D | +5.6% | +28.0% | -22.3% | +3.3% |
| 3M | +2.1% | +32.3% | -30.2% | -0.5% |
| 6M | -0.9% | +29.9% | -30.8% | -3.6% |
| YTD | +4.6% | -7.1% | +11.7% | +4.4% |
| 1Y | +0.3% | -9.2% | +9.5% | +0.3% |
| 3Y | +58.6% | +0.7% | +57.9% | +56.4% |
| 5Y | +51.5% | -21.1% | +72.5% | +51.2% |
| 10Y | +159.4% | +180.8% | -21.5% | +132.1% |
| All | +660.1% | +6,784.2% | -6,124.1% | +429.9% |
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