+152.6%
XRT vs TYL
+174.6%
-22.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.2% | +3.9% |
| 7D | +2.5% | +3.5% | -1.1% | +1.2% |
| 30D | +10.3% | +26.9% | -16.6% | +0.8% |
| 3M | +2.4% | +33.8% | -31.5% | -8.8% |
| 6M | +10.0% | +28.8% | -18.9% | -1.7% |
| YTD | +9.5% | -7.9% | +17.4% | +10.4% |
| 1Y | +17.2% | -9.8% | +26.9% | +19.0% |
| 3Y | +62.0% | +1.2% | +60.8% | +52.0% |
| 5Y | -2.1% | -22.8% | +20.7% | -0.3% |
| 10Y | +152.6% | +168.8% | -16.3% | +62.3% |
| All | +152.6% | +174.6% | -22.0% | +62.3% |
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