+493.6%
COR vs TYL
+185.3%
+308.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | +7.6% | +25.2% | -17.5% | +2.8% |
| 3M | +5.0% | +31.8% | -26.8% | -0.9% |
| 6M | +35.3% | +36.3% | -1.0% | +26.4% |
| YTD | +4.2% | -6.3% | +10.5% | +4.0% |
| 1Y | -3.4% | -9.5% | +6.0% | -3.0% |
| 3Y | +81.1% | +1.6% | +79.5% | +73.8% |
| 5Y | +195.8% | -21.8% | +217.6% | +201.9% |
| 10Y | +493.6% | +183.3% | +310.3% | +291.3% |
| All | +493.6% | +185.3% | +308.3% | +291.3% |
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