+17,590.3%
COR vs TYL
+11,114.9%
+6,475.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.6% |
| 7D | +0.8% | +6.7% | -5.8% | +0.3% |
| 30D | +5.1% | +26.5% | -21.4% | +3.1% |
| 3M | +2.8% | +37.3% | -34.5% | +0.1% |
| 6M | +32.5% | +31.2% | +1.4% | +29.3% |
| YTD | -0.7% | -7.4% | +6.7% | -0.6% |
| 1Y | -6.7% | -9.6% | +2.9% | -6.5% |
| 3Y | +73.7% | +1.9% | +71.8% | +71.6% |
| 5Y | +177.9% | -21.1% | +199.0% | +177.5% |
| 10Y | +533.8% | +171.8% | +362.0% | +473.3% |
| All | +17,590.3% | +11,114.9% | +6,475.3% | +11,692.9% |
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