+50.7%
XRT vs TYL
+2.6%
+48.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | +0.9% | +6.7% | -5.8% | -0.4% |
| 30D | +7.9% | +26.5% | -18.6% | +3.1% |
| 3M | -0.2% | +37.3% | -37.5% | -6.3% |
| 6M | +5.6% | +31.2% | -25.6% | -0.5% |
| YTD | +5.7% | -7.4% | +13.0% | +8.1% |
| 1Y | +14.6% | -9.6% | +24.1% | +18.0% |
| 3Y | +50.7% | +1.9% | +48.8% | +52.5% |
| All | +50.7% | +2.6% | +48.1% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling