+212.4%
XLY vs TYL
+100.8%
+111.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.3% |
| 7D | -3.9% | -11.5% | +7.7% | +0.6% |
| 30D | -6.1% | +3.9% | -10.0% | -7.7% |
| 3M | -1.2% | +10.8% | -11.9% | -6.1% |
| 6M | -1.8% | -5.3% | +3.5% | -1.6% |
| YTD | -5.9% | -26.1% | +20.2% | +3.4% |
| 1Y | -3.1% | -38.5% | +35.5% | +15.0% |
| 3Y | +36.0% | -14.5% | +50.4% | +35.3% |
| 5Y | +27.6% | -28.9% | +56.4% | +33.9% |
| All | +212.4% | +100.8% | +111.6% | +128.0% |
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