+336.7%
COP vs TYL
+183.6%
+153.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +4.4% | +0.8% | +3.6% | +4.3% |
| 30D | 0.0% | +21.1% | -21.2% | -3.3% |
| 3M | +15.0% | +28.9% | -13.9% | +9.9% |
| 6M | +22.0% | +42.0% | -20.0% | +14.1% |
| YTD | +55.3% | -6.6% | +61.9% | +55.6% |
| 1Y | +64.1% | -9.1% | +73.2% | +65.2% |
| 3Y | +34.1% | +1.8% | +32.2% | +29.5% |
| 5Y | +133.4% | -22.9% | +156.3% | +136.7% |
| All | +336.7% | +183.6% | +153.1% | +222.9% |
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