+486.6%
COR vs TYL
+169.5%
+317.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.7% |
| 7D | +2.4% | +4.3% | -1.9% | +1.5% |
| 30D | +7.7% | +28.0% | -20.3% | +2.4% |
| 3M | +7.5% | +32.3% | -24.8% | +1.4% |
| 6M | +34.1% | +29.9% | +4.2% | +26.5% |
| YTD | +3.9% | -7.1% | +11.0% | +3.9% |
| 1Y | -3.6% | -9.2% | +5.6% | -3.2% |
| 3Y | +80.5% | +0.7% | +79.8% | +73.6% |
| 5Y | +194.9% | -21.1% | +215.9% | +199.4% |
| 10Y | +486.6% | +180.8% | +305.8% | +287.6% |
| All | +486.6% | +169.5% | +317.1% | +287.6% |
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 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