+42.6%
XOP vs TYL
+174.6%
-131.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -10.0% | +3.5% | -13.6% | -10.8% |
| 30D | -9.1% | +26.9% | -36.0% | -14.3% |
| 3M | +5.1% | +33.8% | -28.8% | -2.5% |
| 6M | +6.4% | +28.8% | -22.5% | -1.1% |
| YTD | +39.7% | -7.9% | +47.6% | +40.3% |
| 1Y | +37.2% | -9.8% | +47.0% | +38.4% |
| 3Y | +37.6% | +1.2% | +36.4% | +32.1% |
| 5Y | +76.5% | -22.8% | +99.3% | +78.2% |
| 10Y | +42.6% | +168.8% | -126.2% | -1.0% |
| All | +42.6% | +174.6% | -131.9% | -1.0% |
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