+50.5%
XOM vs TYL
-37.9%
+88.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +0.9% |
| 7D | -2.4% | -7.6% | +5.2% | -2.1% |
| 30D | +5.7% | +11.3% | -5.7% | +5.2% |
| 3M | +6.6% | +14.5% | -7.9% | +5.9% |
| 6M | +7.7% | -7.1% | +14.8% | +7.3% |
| YTD | +36.2% | -23.4% | +59.6% | +34.4% |
| 1Y | +50.5% | -38.6% | +89.1% | +48.8% |
| All | +50.5% | -37.9% | +88.4% | +48.8% |
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 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