+665.5%
XLU vs TYL
+6,823.4%
-6,157.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 3M | +0.7% | +28.9% | -28.2% | -1.7% |
| 6M | -0.1% | +42.0% | -42.1% | -3.5% |
| YTD | +5.3% | -6.6% | +11.9% | +5.1% |
| 1Y | +2.2% | -9.1% | +11.2% | +2.2% |
| 3Y | +61.6% | +1.8% | +59.8% | +59.2% |
| 5Y | +53.6% | -22.9% | +76.5% | +53.6% |
| 10Y | +162.3% | +182.3% | -20.0% | +134.6% |
| All | +665.5% | +6,823.4% | -6,157.9% | +433.4% |
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