+139.6%
OKE vs TYL
-29.1%
+168.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.4% |
| 7D | -0.2% | -8.6% | +8.4% | +1.6% |
| 30D | +6.1% | +7.5% | -1.5% | +4.3% |
| 3M | +10.4% | +10.9% | -0.5% | +7.5% |
| 6M | +14.2% | -6.7% | +20.9% | +15.0% |
| YTD | +35.3% | -24.5% | +59.8% | +42.9% |
| 1Y | +40.6% | -38.6% | +79.3% | +56.6% |
| 3Y | +72.2% | -12.6% | +84.8% | +71.8% |
| 5Y | +139.6% | -28.2% | +167.8% | +136.1% |
| All | +139.6% | -29.1% | +168.8% | +136.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling