+925.7%
XLV vs TYL
+5,843.3%
-4,917.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.6% |
| 7D | +0.2% | -3.7% | +3.8% | +0.6% |
| 30D | +4.4% | +18.7% | -14.3% | +2.3% |
| 3M | +13.2% | +18.1% | -4.9% | +10.8% |
| 6M | +10.1% | -1.1% | +11.2% | +9.8% |
| YTD | +11.7% | -19.8% | +31.5% | +13.7% |
| 1Y | +26.9% | -34.3% | +61.3% | +32.2% |
| 3Y | +35.0% | -8.2% | +43.2% | +34.4% |
| 5Y | +35.9% | -25.4% | +61.3% | +37.1% |
| 10Y | +179.0% | +115.6% | +63.4% | +150.0% |
| All | +925.7% | +5,843.3% | -4,917.7% | +566.5% |
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 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