+195.8%
COR vs TYL
-20.9%
+216.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.2% | +0.5% | -1.7% | -1.2% |
| 30D | +7.6% | +25.2% | -17.5% | +5.2% |
| 3M | +5.0% | +31.8% | -26.8% | +2.0% |
| 6M | +35.3% | +36.3% | -1.0% | +30.8% |
| YTD | +4.2% | -6.3% | +10.5% | +3.2% |
| 1Y | -3.4% | -9.5% | +6.0% | -4.1% |
| 3Y | +81.1% | +1.6% | +79.5% | +77.3% |
| 5Y | +195.8% | -21.8% | +217.6% | +192.2% |
| All | +195.8% | -20.9% | +216.7% | +192.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling