-3.1%
COR vs TYL
-9.8%
+6.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | +2.9% | -1.6% | +4.4% | +3.1% |
| 30D | +5.8% | +22.1% | -16.3% | +2.4% |
| 3M | +11.4% | +33.4% | -21.9% | +6.3% |
| 6M | +34.5% | +36.8% | -2.3% | +27.3% |
| YTD | +4.1% | -6.7% | +10.7% | -1.9% |
| 1Y | -3.1% | -9.2% | +6.1% | -8.5% |
| All | -3.1% | -9.8% | +6.6% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling