+5,862.7%
COF vs TYL
+8,725.0%
-2,862.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.2% |
| 7D | +1.8% | -3.7% | +5.5% | +2.4% |
| 30D | -0.6% | +18.7% | -19.3% | -3.3% |
| 3M | +20.3% | +18.1% | +2.2% | +16.7% |
| 6M | +13.0% | -1.1% | +14.1% | +12.5% |
| YTD | -8.3% | -19.8% | +11.5% | -6.0% |
| 1Y | -1.5% | -34.3% | +32.9% | +4.1% |
| 3Y | +122.3% | -8.2% | +130.5% | +121.6% |
| 5Y | +52.5% | -25.4% | +77.9% | +55.9% |
| 10Y | +264.9% | +115.6% | +149.3% | +217.6% |
| All | +5,862.7% | +8,725.0% | -2,862.2% | +3,118.1% |
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