+51.7%
XOP vs TYL
+183.6%
-131.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +6.3% | +0.8% | +5.5% | +6.1% |
| 30D | -6.6% | +21.1% | -27.7% | -11.0% |
| 3M | +3.6% | +28.9% | -25.4% | -3.1% |
| 6M | +10.8% | +42.0% | -31.3% | +0.5% |
| YTD | +48.3% | -6.6% | +54.8% | +48.4% |
| 1Y | +42.9% | -9.1% | +52.0% | +44.0% |
| 3Y | +43.3% | +1.8% | +41.5% | +37.4% |
| 5Y | +94.0% | -22.9% | +116.9% | +96.2% |
| All | +51.7% | +183.6% | -131.9% | +6.9% |
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 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