+18,237.3%
COR vs TYL
+11,051.5%
+7,185.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.2% | +3.7% |
| 7D | +2.3% | +3.5% | -1.2% | +2.0% |
| 30D | +6.8% | +26.9% | -20.1% | +4.6% |
| 3M | +8.1% | +33.8% | -25.7% | +5.4% |
| 6M | +33.0% | +28.8% | +4.2% | +29.9% |
| YTD | +3.0% | -7.9% | +10.9% | +3.1% |
| 1Y | -3.4% | -9.8% | +6.4% | -3.2% |
| 3Y | +80.1% | +1.2% | +78.9% | +78.0% |
| 5Y | +194.7% | -22.8% | +217.5% | +194.9% |
| 10Y | +512.3% | +168.8% | +343.5% | +454.3% |
| All | +18,237.3% | +11,051.5% | +7,185.8% | +12,129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling