+1,127.6%
XLY vs TYL
+5,843.3%
-4,715.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.7% |
| 7D | -2.0% | -3.7% | +1.7% | -1.4% |
| 30D | -3.1% | +18.7% | -21.9% | -5.9% |
| 3M | -1.8% | +18.1% | -19.9% | -4.9% |
| 6M | -0.9% | -1.1% | +0.2% | -1.5% |
| YTD | -3.4% | -19.8% | +16.4% | -1.0% |
| 1Y | -1.5% | -34.3% | +32.8% | +4.2% |
| 3Y | +38.8% | -8.2% | +47.0% | +38.2% |
| 5Y | +30.5% | -25.4% | +55.9% | +33.8% |
| 10Y | +215.3% | +115.6% | +99.7% | +177.0% |
| All | +1,127.6% | +5,843.3% | -4,715.8% | +607.1% |
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 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