+73.5%
USO vs TYL
+174.6%
-101.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.8% |
| 7D | -9.1% | +3.5% | -12.6% | -9.3% |
| 30D | -3.7% | +26.9% | -30.6% | -5.6% |
| 3M | +20.9% | +33.8% | -12.9% | +18.0% |
| 6M | +6.8% | +28.8% | -22.0% | +4.3% |
| YTD | +106.3% | -7.9% | +114.2% | +106.9% |
| 1Y | +100.2% | -9.8% | +110.0% | +101.2% |
| 3Y | +103.1% | +1.2% | +101.9% | +98.9% |
| 5Y | +146.1% | -22.8% | +168.9% | +148.1% |
| 10Y | +73.5% | +168.8% | -95.3% | +47.8% |
| All | +73.5% | +174.6% | -101.1% | +47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling