+4,436.6%
XOM vs TYL
+14,564.8%
-10,128.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.5% |
| 7D | -11.4% | +6.7% | -18.1% | -11.8% |
| 30D | +1.1% | +26.5% | -25.4% | -0.5% |
| 3M | +7.8% | +37.3% | -29.5% | +5.5% |
| 6M | +13.0% | +31.2% | -18.1% | +10.8% |
| YTD | +40.6% | -7.4% | +48.0% | +40.5% |
| 1Y | +49.1% | -9.6% | +58.6% | +49.1% |
| 3Y | +72.9% | +1.9% | +71.0% | +71.0% |
| 5Y | +204.0% | -21.1% | +225.1% | +203.4% |
| 10Y | +205.7% | +171.8% | +33.9% | +181.2% |
| All | +4,436.6% | +14,564.8% | -10,128.3% | +3,433.3% |
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