+66.5%
USO vs TYL
+106.7%
-40.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.3% | +3.2% |
| 7D | +3.6% | -7.6% | +11.2% | +4.2% |
| 30D | +23.8% | +11.3% | +12.5% | +22.7% |
| 3M | +8.1% | +14.5% | -6.5% | +6.6% |
| 6M | +34.3% | -7.1% | +41.4% | +34.9% |
| YTD | +111.1% | -23.4% | +134.5% | +115.3% |
| 1Y | +99.9% | -38.6% | +138.5% | +108.1% |
| 3Y | +86.5% | -11.3% | +97.8% | +84.1% |
| 5Y | +200.5% | -28.0% | +228.5% | +201.6% |
| 10Y | +66.5% | +104.9% | -38.3% | +51.5% |
| All | +66.5% | +106.7% | -40.1% | +51.5% |
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