+61.0%
OKE vs TYL
+1.3%
+59.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.4% | +0.8% | +4.5% | +5.3% |
| 30D | -1.3% | +21.1% | -22.4% | -3.7% |
| 3M | -2.0% | +28.9% | -31.0% | -5.3% |
| 6M | +3.4% | +42.0% | -38.6% | -1.5% |
| YTD | +28.2% | -6.6% | +34.8% | +30.8% |
| 1Y | +35.7% | -9.1% | +44.7% | +39.3% |
| 3Y | +61.0% | +1.8% | +59.2% | +66.6% |
| All | +61.0% | +1.3% | +59.7% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling