+132.2%
XRT vs TYL
+183.3%
-51.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.7% |
| 7D | -0.4% | -1.6% | +1.1% | +0.1% |
| 30D | +7.5% | +22.1% | -14.6% | -0.4% |
| 3M | +2.3% | +33.4% | -31.0% | -8.8% |
| 6M | +12.8% | +36.8% | -24.0% | -1.6% |
| YTD | +7.1% | -6.7% | +13.7% | +7.4% |
| 1Y | +12.3% | -9.2% | +21.5% | +13.9% |
| 3Y | +57.0% | +1.2% | +55.8% | +47.4% |
| 5Y | -4.3% | -23.0% | +18.7% | -2.4% |
| All | +132.2% | +183.3% | -51.0% | +44.4% |
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