+320.3%
COP vs TYL
+168.7%
+151.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.0% |
| 7D | -11.5% | +6.7% | -18.2% | -12.5% |
| 30D | +5.0% | +26.5% | -21.6% | +0.7% |
| 3M | +17.5% | +37.3% | -19.8% | +11.0% |
| 6M | +16.2% | +31.2% | -14.9% | +10.1% |
| YTD | +48.8% | -7.4% | +56.1% | +49.2% |
| 1Y | +64.1% | -9.6% | +73.7% | +65.3% |
| 3Y | +25.7% | +1.9% | +23.8% | +21.2% |
| 5Y | +114.4% | -21.1% | +135.5% | +115.7% |
| All | +320.3% | +168.7% | +151.6% | +203.6% |
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 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