+47.0%
CVX vs TYL
-10.1%
+57.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.7% | -8.4% | -3.9% |
| 7D | -5.3% | +17.3% | -22.6% | -6.0% |
| 30D | +5.1% | +28.9% | -23.8% | +3.8% |
| 3M | +14.9% | +35.1% | -20.1% | +13.3% |
| 6M | +14.9% | +29.3% | -14.5% | +13.3% |
| YTD | +46.3% | -6.8% | +53.1% | +43.3% |
| 1Y | +47.0% | -9.9% | +56.9% | +44.4% |
| All | +47.0% | -10.1% | +57.1% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling