+191.6%
XOM vs TYL
+174.6%
+17.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -8.3% | +3.5% | -11.8% | -8.7% |
| 30D | -2.5% | +26.9% | -29.4% | -5.4% |
| 3M | +8.3% | +33.8% | -25.5% | +4.2% |
| 6M | +15.5% | +28.8% | -13.4% | +11.2% |
| YTD | +39.6% | -7.9% | +47.5% | +39.9% |
| 1Y | +44.6% | -9.8% | +54.4% | +45.3% |
| 3Y | +76.6% | +1.2% | +75.4% | +72.2% |
| 5Y | +195.8% | -22.8% | +218.6% | +196.4% |
| 10Y | +191.6% | +168.8% | +22.8% | +125.8% |
| All | +191.6% | +174.6% | +17.0% | +125.8% |
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