+1,184.6%
XLY vs TYL
+6,823.4%
-5,638.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.0% | +0.8% | +1.2% | +1.9% |
| 30D | +7.6% | +21.1% | -13.5% | +4.1% |
| 3M | +1.5% | +28.9% | -27.4% | -3.0% |
| 6M | +1.5% | +42.0% | -40.5% | -5.0% |
| YTD | +1.1% | -6.6% | +7.7% | +0.7% |
| 1Y | +4.3% | -9.1% | +13.4% | +4.3% |
| 3Y | +51.8% | +1.8% | +49.9% | +48.3% |
| 5Y | +22.8% | -22.9% | +45.7% | +24.7% |
| 10Y | +233.4% | +182.3% | +51.1% | +180.8% |
| All | +1,184.6% | +6,823.4% | -5,638.9% | +619.8% |
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