+102.2%
USO vs TYL
-10.1%
+112.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.7% | -12.8% | -8.0% |
| 7D | -12.7% | +17.3% | -30.0% | -12.8% |
| 30D | +1.0% | +28.9% | -27.9% | +0.7% |
| 3M | +25.6% | +35.1% | -9.5% | +25.2% |
| 6M | -1.5% | +29.3% | -30.8% | -0.6% |
| YTD | +110.3% | -6.8% | +117.0% | +107.0% |
| 1Y | +102.2% | -9.9% | +112.1% | +99.3% |
| All | +102.2% | -10.1% | +112.2% | +99.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling