+217.7%
XLV vs TYL
+183.6%
+34.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.2% | +0.8% | +1.4% | +2.0% |
| 30D | +8.6% | +21.1% | -12.6% | +3.5% |
| 3M | +12.6% | +28.9% | -16.3% | +5.4% |
| 6M | +29.8% | +42.0% | -12.2% | +18.0% |
| YTD | +23.5% | -6.6% | +30.1% | +23.8% |
| 1Y | +25.7% | -9.1% | +34.8% | +26.8% |
| 3Y | +56.3% | +1.8% | +54.5% | +49.6% |
| 5Y | +53.1% | -22.9% | +76.0% | +56.3% |
| All | +217.7% | +183.6% | +34.1% | +117.6% |
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 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