+4,492.0%
COP vs TYL
+12,593.6%
-8,101.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.8% |
| 7D | +3.0% | -3.7% | +6.7% | +3.3% |
| 30D | +17.5% | +18.7% | -1.3% | +16.0% |
| 3M | +13.4% | +18.1% | -4.8% | +11.7% |
| 6M | +17.7% | -1.1% | +18.9% | +17.5% |
| YTD | +46.6% | -19.8% | +66.4% | +48.2% |
| 1Y | +44.6% | -34.3% | +78.9% | +48.2% |
| 3Y | +20.7% | -8.2% | +28.9% | +20.2% |
| 5Y | +185.0% | -25.4% | +210.5% | +186.0% |
| 10Y | +347.0% | +115.6% | +231.4% | +314.2% |
| All | +4,492.0% | +12,593.6% | -8,101.7% | +3,321.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling