+0.3%
XRT vs TYL
-25.2%
+25.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +2.5% |
| 7D | +0.8% | -3.7% | +4.5% | +2.1% |
| 30D | -4.2% | +18.7% | -22.9% | -10.4% |
| 3M | +5.1% | +18.1% | -13.0% | -2.2% |
| 6M | +2.4% | -1.1% | +3.5% | +1.5% |
| YTD | +3.2% | -19.8% | +23.0% | +11.0% |
| 1Y | +1.5% | -34.3% | +35.8% | +19.5% |
| 3Y | +40.6% | -8.2% | +48.8% | +34.5% |
| All | +0.3% | -25.2% | +25.5% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling