-2.2%
OXY vs TYL
-6.4%
+4.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.5% |
| 7D | +1.6% | -3.7% | +5.3% | +2.0% |
| 30D | +11.6% | +18.7% | -7.2% | +9.3% |
| 3M | +2.8% | +18.1% | -15.3% | +0.5% |
| 6M | +13.0% | -1.1% | +14.2% | +13.1% |
| YTD | +47.4% | -19.8% | +67.2% | +51.3% |
| 1Y | +31.5% | -34.3% | +65.8% | +39.6% |
| All | -2.2% | -6.4% | +4.2% | -5.6% |
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