+5,292.0%
COF vs TYL
+10,037.7%
-4,745.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.5% |
| 7D | -5.8% | +3.5% | -9.3% | -6.3% |
| 30D | -0.3% | +26.9% | -27.2% | -4.2% |
| 3M | -8.5% | +33.8% | -42.3% | -12.9% |
| 6M | +5.6% | +28.8% | -23.2% | +0.8% |
| YTD | -17.1% | -7.9% | -9.2% | -17.1% |
| 1Y | -7.4% | -9.8% | +2.3% | -7.1% |
| 3Y | +99.1% | +1.2% | +97.9% | +95.0% |
| 5Y | +39.5% | -22.8% | +62.3% | +41.4% |
| 10Y | +208.1% | +168.8% | +39.3% | +158.8% |
| All | +5,292.0% | +10,037.7% | -4,745.7% | +2,740.0% |
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