+169.4%
XLV vs TYL
+101.5%
+67.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | -3.6% | -7.5% | +4.0% | -1.7% |
| 30D | -1.8% | +6.0% | -7.8% | -3.3% |
| 3M | +7.8% | +13.9% | -6.2% | +3.9% |
| 6M | +9.1% | -3.3% | +12.5% | +9.0% |
| YTD | +7.7% | -25.8% | +33.6% | +14.4% |
| 1Y | +20.4% | -39.2% | +59.6% | +34.7% |
| 3Y | +30.8% | -13.2% | +43.9% | +29.7% |
| 5Y | +34.6% | -28.6% | +63.3% | +38.0% |
| All | +169.4% | +101.5% | +67.9% | +103.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling