+203.4%
CVX vs TYL
+168.7%
+34.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | -9.7% | +6.7% | -16.4% | -10.8% |
| 30D | +3.6% | +26.5% | -22.9% | -0.7% |
| 3M | +13.3% | +37.3% | -24.0% | +6.9% |
| 6M | +16.9% | +31.2% | -14.3% | +10.5% |
| YTD | +43.4% | -7.4% | +50.7% | +43.8% |
| 1Y | +44.5% | -9.6% | +54.1% | +45.5% |
| 3Y | +64.0% | +1.9% | +62.1% | +58.2% |
| 5Y | +126.4% | -21.1% | +147.5% | +127.7% |
| All | +203.4% | +168.7% | +34.7% | +123.0% |
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