-9.7%
COF vs TYL
-8.1%
-1.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -6.2% | +4.3% | -10.5% | -6.7% |
| 30D | -1.7% | +28.0% | -29.7% | -5.1% |
| 3M | -10.2% | +32.3% | -42.6% | -13.9% |
| 6M | +4.2% | +29.9% | -25.7% | -0.1% |
| YTD | -18.2% | -7.1% | -11.1% | -15.9% |
| 1Y | -9.7% | -9.2% | -0.5% | -6.6% |
| All | -9.7% | -8.1% | -1.7% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling