+899.8%
XLV vs TYL
+5,578.7%
-4,678.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +1.9% | -2.0% |
| 7D | -2.6% | -7.6% | +5.0% | -1.7% |
| 30D | +0.9% | +11.3% | -10.4% | -0.4% |
| 3M | +10.0% | +14.5% | -4.5% | +8.0% |
| 6M | +10.4% | -7.1% | +17.5% | +10.9% |
| YTD | +8.9% | -23.4% | +32.3% | +11.5% |
| 1Y | +23.4% | -38.6% | +61.9% | +29.5% |
| 3Y | +33.1% | -11.3% | +44.4% | +33.0% |
| 5Y | +33.3% | -28.0% | +61.2% | +35.1% |
| 10Y | +170.8% | +104.9% | +65.9% | +144.1% |
| All | +899.8% | +5,578.7% | -4,678.9% | +553.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling