+758.4%
COST vs TYL
+174.6%
+583.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +2.5% | +3.5% | -1.1% | +1.5% |
| 30D | +12.8% | +26.9% | -14.1% | +5.5% |
| 3M | +12.7% | +33.8% | -21.2% | +3.5% |
| 6M | +6.0% | +28.8% | -22.8% | -2.2% |
| YTD | +24.4% | -7.9% | +32.2% | +25.2% |
| 1Y | +16.2% | -9.8% | +26.0% | +17.7% |
| 3Y | +96.9% | +1.2% | +95.7% | +89.1% |
| 5Y | +121.1% | -22.8% | +143.9% | +123.5% |
| 10Y | +758.4% | +168.8% | +589.6% | +528.0% |
| All | +758.4% | +174.6% | +583.9% | +528.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling