+209.1%
CVX vs TYL
+115.8%
+93.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.6% |
| 7D | +3.3% | -3.7% | +7.0% | +4.0% |
| 30D | +12.9% | +18.7% | -5.9% | +9.4% |
| 3M | +11.7% | +18.1% | -6.4% | +7.9% |
| 6M | +14.1% | -1.1% | +15.3% | +13.7% |
| YTD | +40.7% | -19.8% | +60.5% | +45.1% |
| 1Y | +37.5% | -34.3% | +71.8% | +47.3% |
| 3Y | +43.9% | -8.2% | +52.2% | +41.2% |
| 5Y | +161.5% | -25.4% | +186.9% | +163.0% |
| All | +209.1% | +115.8% | +93.4% | +142.8% |
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 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