+492.2%
COR vs TYL
+183.6%
+308.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.8% | +2.9% |
| 7D | +7.8% | +0.8% | +7.0% | +7.7% |
| 30D | +7.0% | +21.1% | -14.1% | +2.9% |
| 3M | +16.3% | +28.9% | -12.7% | +10.2% |
| 6M | +41.3% | +42.0% | -0.7% | +30.9% |
| YTD | +7.1% | -6.6% | +13.7% | +7.0% |
| 1Y | -0.8% | -9.1% | +8.3% | -0.4% |
| 3Y | +85.0% | +1.8% | +83.1% | +77.4% |
| 5Y | +203.9% | -22.9% | +226.8% | +211.6% |
| All | +492.2% | +183.6% | +308.6% | +288.8% |
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