+4,261.5%
XOM vs TYL
+12,593.6%
-8,332.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.4% |
| 7D | +1.8% | -3.7% | +5.4% | +2.0% |
| 30D | +5.9% | +18.7% | -12.9% | +4.7% |
| 3M | +5.6% | +18.1% | -12.6% | +4.3% |
| 6M | +7.9% | -1.1% | +9.0% | +7.7% |
| YTD | +35.2% | -19.8% | +55.0% | +36.4% |
| 1Y | +46.0% | -34.3% | +80.3% | +49.1% |
| 3Y | +55.0% | -8.2% | +63.3% | +54.5% |
| 5Y | +246.3% | -25.4% | +271.7% | +247.2% |
| 10Y | +181.0% | +115.6% | +65.4% | +162.4% |
| All | +4,261.5% | +12,593.6% | -8,332.1% | +3,331.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling