+17,451.9%
COR vs TYL
+9,607.5%
+7,844.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 3M | +22.7% | +18.1% | +4.5% | +20.8% |
| 6M | -9.7% | -1.1% | -8.6% | -9.9% |
| YTD | -1.4% | -19.8% | +18.4% | -0.1% |
| 1Y | +13.9% | -34.3% | +48.2% | +17.2% |
| 3Y | +94.0% | -8.2% | +102.2% | +93.2% |
| 5Y | +184.0% | -25.4% | +209.4% | +185.1% |
| 10Y | +406.8% | +115.6% | +291.2% | +366.9% |
| All | +17,451.9% | +9,607.5% | +7,844.4% | +11,748.7% |
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 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