+15,770.1%
OKE vs TYL
+12,593.6%
+3,176.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | 0.0% |
| 7D | +0.7% | -3.7% | +4.4% | +1.0% |
| 30D | +9.4% | +18.7% | -9.4% | +7.6% |
| 3M | +8.6% | +18.1% | -9.6% | +6.7% |
| 6M | +15.3% | -1.1% | +16.4% | +15.0% |
| YTD | +34.8% | -19.8% | +54.6% | +36.6% |
| 1Y | +35.3% | -34.3% | +69.6% | +39.6% |
| 3Y | +69.5% | -8.2% | +77.7% | +69.0% |
| 5Y | +135.2% | -25.4% | +160.6% | +137.3% |
| 10Y | +261.7% | +115.6% | +146.1% | +234.5% |
| All | +15,770.1% | +12,593.6% | +3,176.4% | +10,506.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling