+513.3%
XRT vs TYL
+3,367.0%
-2,853.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +2.6% |
| 7D | +0.8% | -3.7% | +4.5% | +2.3% |
| 30D | -4.2% | +18.7% | -22.9% | -10.9% |
| 3M | +5.1% | +18.1% | -13.0% | -2.9% |
| 6M | +2.4% | -1.1% | +3.5% | +0.9% |
| YTD | +3.2% | -19.8% | +23.0% | +9.4% |
| 1Y | +1.5% | -34.3% | +35.8% | +16.9% |
| 3Y | +40.6% | -8.2% | +48.8% | +36.6% |
| 5Y | -1.0% | -25.4% | +24.4% | +3.2% |
| 10Y | +128.4% | +115.6% | +12.8% | +45.1% |
| All | +513.3% | +3,367.0% | -2,853.6% | -9.1% |
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