+82.5%
XOP vs TYL
+3,367.0%
-3,284.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.8% |
| 7D | +2.6% | -3.7% | +6.2% | +4.1% |
| 30D | +15.4% | +18.7% | -3.3% | +7.5% |
| 3M | +12.1% | +18.1% | -6.1% | +3.3% |
| 6M | +19.7% | -1.1% | +20.8% | +17.9% |
| YTD | +52.4% | -19.8% | +72.2% | +61.2% |
| 1Y | +47.6% | -34.3% | +81.9% | +69.0% |
| 3Y | +34.4% | -8.2% | +42.6% | +29.3% |
| 5Y | +154.4% | -25.4% | +179.8% | +156.9% |
| 10Y | +54.7% | +115.6% | -60.9% | -14.5% |
| All | +82.5% | +3,367.0% | -3,284.4% | -81.1% |
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