+475.2%
COR vs TYL
+183.3%
+291.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | +2.9% | -1.6% | +4.4% | +3.2% |
| 30D | +5.8% | +22.1% | -16.3% | +1.6% |
| 3M | +11.4% | +33.4% | -21.9% | +4.9% |
| 6M | +34.5% | +36.8% | -2.3% | +25.5% |
| YTD | +4.1% | -6.7% | +10.7% | +4.0% |
| 1Y | -3.1% | -9.2% | +6.1% | -2.7% |
| 3Y | +80.9% | +1.2% | +79.7% | +73.7% |
| 5Y | +195.1% | -23.0% | +218.1% | +202.8% |
| All | +475.2% | +183.3% | +291.9% | +277.7% |
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