+255.2%
OKE vs TYL
+100.8%
+154.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | 0.0% | -11.5% | +11.5% | +3.4% |
| 30D | +4.6% | +3.9% | +0.7% | +3.2% |
| 3M | +6.9% | +10.8% | -3.8% | +3.0% |
| 6M | +15.8% | -5.3% | +21.1% | +16.1% |
| YTD | +35.2% | -26.1% | +61.3% | +45.1% |
| 1Y | +37.6% | -38.5% | +76.1% | +56.5% |
| 3Y | +72.0% | -14.5% | +86.5% | +71.3% |
| 5Y | +139.0% | -28.9% | +167.8% | +145.6% |
| All | +255.2% | +100.8% | +154.4% | +165.1% |
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