+55.1%
COF vs TYL
-24.8%
+79.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.9% |
| 7D | +1.8% | -3.7% | +5.5% | +3.0% |
| 30D | -0.6% | +18.7% | -19.3% | -6.3% |
| 3M | +20.3% | +18.1% | +2.2% | +12.9% |
| 6M | +13.0% | -1.1% | +14.1% | +12.2% |
| YTD | -8.3% | -19.8% | +11.5% | -2.3% |
| 1Y | -1.5% | -34.3% | +32.9% | +13.2% |
| 3Y | +122.3% | -8.2% | +130.5% | +116.0% |
| All | +55.1% | -24.8% | +79.9% | +50.3% |
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