+57.2%
COP vs TYL
-8.8%
+66.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.3% |
| 7D | -8.4% | +3.5% | -11.9% | -8.5% |
| 30D | +0.3% | +26.9% | -26.6% | -0.6% |
| 3M | +15.1% | +33.8% | -18.7% | +13.9% |
| 6M | +19.8% | +28.8% | -9.1% | +18.6% |
| YTD | +46.8% | -7.9% | +54.7% | +46.4% |
| All | +57.2% | -8.8% | +66.0% | +57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling