+298.3%
COP vs TYL
+174.6%
+123.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.2% |
| 7D | -8.4% | +3.5% | -11.9% | -9.0% |
| 30D | +0.3% | +26.9% | -26.6% | -3.8% |
| 3M | +15.1% | +33.8% | -18.7% | +9.2% |
| 6M | +19.8% | +28.8% | -9.1% | +13.8% |
| YTD | +46.8% | -7.9% | +54.7% | +47.4% |
| 1Y | +59.7% | -9.8% | +69.5% | +61.0% |
| 3Y | +28.7% | +1.2% | +27.5% | +24.3% |
| 5Y | +110.7% | -22.8% | +133.5% | +113.2% |
| 10Y | +298.3% | +168.8% | +129.5% | +187.7% |
| All | +298.3% | +174.6% | +123.7% | +187.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling