-41.3%
CORZ vs TYL
-10.1%
-31.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +4.7% | -15.1% | -8.3% |
| 7D | -14.9% | +17.3% | -32.2% | -8.4% |
| 30D | -23.1% | +28.9% | -52.0% | -14.0% |
| 3M | -44.1% | +35.1% | -79.1% | -35.8% |
| 6M | -39.5% | +29.3% | -68.8% | -29.5% |
| YTD | -12.4% | -6.8% | -5.6% | -8.5% |
| 1Y | -41.3% | -9.9% | -31.4% | -40.4% |
| All | -41.3% | -10.1% | -31.2% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling