+539.0%
XRT vs TYL
+3,998.8%
-3,459.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.5% |
| 7D | +2.3% | +15.1% | -12.8% | -3.4% |
| 30D | +9.8% | +30.1% | -20.3% | -1.5% |
| 3M | -0.2% | +40.4% | -40.6% | -13.6% |
| 6M | +8.4% | +31.3% | -22.9% | -4.9% |
| YTD | +7.5% | -5.2% | +12.7% | +6.1% |
| 1Y | +13.2% | -6.6% | +19.8% | +12.3% |
| 3Y | +52.0% | +3.4% | +48.6% | +40.8% |
| 5Y | -3.2% | -19.3% | +16.1% | -2.4% |
| 10Y | +157.1% | +178.1% | -21.1% | +46.5% |
| All | +539.0% | +3,998.8% | -3,459.7% | -11.8% |
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