+35.6%
XLV vs TYL
-28.6%
+64.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.1% |
| 7D | -3.7% | -8.6% | +4.9% | -2.1% |
| 30D | -1.1% | +7.5% | -8.7% | -2.5% |
| 3M | +8.2% | +10.9% | -2.7% | +5.9% |
| 6M | +8.9% | -6.7% | +15.6% | +9.6% |
| YTD | +8.5% | -24.5% | +33.0% | +13.4% |
| 1Y | +22.3% | -38.6% | +60.9% | +33.3% |
| 3Y | +32.6% | -12.6% | +45.3% | +32.0% |
| All | +35.6% | -28.6% | +64.3% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling