-4.9%
XLY vs TYL
-39.3%
+34.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.4% |
| 7D | -3.9% | -11.5% | +7.7% | -3.4% |
| 30D | -6.1% | +3.9% | -10.0% | -6.2% |
| 3M | -1.2% | +10.8% | -11.9% | -1.5% |
| 6M | -1.8% | -5.3% | +3.5% | -1.3% |
| YTD | -5.9% | -26.1% | +20.2% | -2.7% |
| All | -4.9% | -39.3% | +34.3% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling