+76.9%
COR vs TYL
+5.0%
+71.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.2% |
| 7D | +2.8% | +15.1% | -12.3% | +1.1% |
| 30D | +7.4% | +30.1% | -22.7% | +4.1% |
| 3M | +7.3% | +40.4% | -33.1% | +3.2% |
| 6M | +11.5% | +31.3% | -19.8% | +7.6% |
| YTD | +1.2% | -5.2% | +6.4% | -1.2% |
| 1Y | -3.3% | -6.6% | +3.3% | -5.5% |
| All | +76.9% | +5.0% | +71.9% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling