+198.6%
CVX vs TYL
+174.6%
+24.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -7.5% | +3.5% | -11.0% | -8.1% |
| 30D | -0.6% | +26.9% | -27.5% | -4.8% |
| 3M | +14.0% | +33.8% | -19.9% | +7.9% |
| 6M | +18.1% | +28.8% | -10.7% | +12.1% |
| YTD | +42.2% | -7.9% | +50.0% | +42.7% |
| 1Y | +41.3% | -9.8% | +51.1% | +42.3% |
| 3Y | +68.3% | +1.2% | +67.2% | +62.6% |
| 5Y | +122.0% | -22.8% | +144.9% | +124.6% |
| 10Y | +198.6% | +168.8% | +29.8% | +120.0% |
| All | +198.6% | +174.6% | +24.0% | +120.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling