+155.1%
XOP vs TYL
-25.2%
+180.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | 0.0% |
| 7D | +2.6% | -3.7% | +6.2% | +3.3% |
| 30D | +15.4% | +18.7% | -3.3% | +11.4% |
| 3M | +12.1% | +18.1% | -6.1% | +7.6% |
| 6M | +19.7% | -1.1% | +20.8% | +19.3% |
| YTD | +52.4% | -19.8% | +72.2% | +58.6% |
| 1Y | +47.6% | -34.3% | +81.9% | +61.3% |
| 3Y | +34.4% | -8.2% | +42.6% | +32.2% |
| All | +155.1% | -25.2% | +180.3% | +163.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling