+67.0%
XOP vs TYL
+3,905.3%
-3,838.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.7% |
| 7D | -14.7% | +6.7% | -21.4% | -17.1% |
| 30D | -7.7% | +26.5% | -34.2% | -16.4% |
| 3M | +4.4% | +37.3% | -32.9% | -9.0% |
| 6M | +3.5% | +31.2% | -27.6% | -9.5% |
| YTD | +39.4% | -7.4% | +46.8% | +38.1% |
| 1Y | +39.8% | -9.6% | +49.3% | +39.7% |
| 3Y | +29.7% | +1.9% | +27.8% | +19.3% |
| 5Y | +78.6% | -21.1% | +99.7% | +76.4% |
| 10Y | +51.8% | +171.8% | -119.9% | -24.9% |
| All | +67.0% | +3,905.3% | -3,838.4% | -83.8% |
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