+186.1%
COR vs TYL
-25.2%
+211.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.2% | -1.5% |
| 7D | +2.8% | -3.7% | +6.5% | +3.1% |
| 30D | +4.5% | +18.7% | -14.2% | +2.8% |
| 3M | +22.7% | +18.1% | +4.5% | +20.5% |
| 6M | -9.7% | -1.1% | -8.6% | -10.1% |
| YTD | -1.4% | -19.8% | +18.4% | -0.6% |
| 1Y | +13.9% | -34.3% | +48.2% | +16.5% |
| 3Y | +94.0% | -8.2% | +102.2% | +92.1% |
| All | +186.1% | -25.2% | +211.3% | +182.7% |
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