+20.0%
COP vs TYL
-8.1%
+28.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.8% |
| 7D | +3.0% | -3.7% | +6.7% | +3.2% |
| 30D | +17.5% | +18.7% | -1.3% | +16.2% |
| 3M | +13.4% | +18.1% | -4.8% | +12.0% |
| 6M | +17.7% | -1.1% | +18.9% | +17.6% |
| YTD | +46.6% | -19.8% | +66.4% | +49.2% |
| 1Y | +44.6% | -34.3% | +78.9% | +50.6% |
| All | +20.0% | -8.1% | +28.2% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling