+99.0%
COST vs TYL
+1.3%
+97.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +5.0% | +0.8% | +4.2% | +4.9% |
| 30D | +12.8% | +21.1% | -8.3% | +9.3% |
| 3M | +15.2% | +28.9% | -13.7% | +10.4% |
| 6M | +7.4% | +42.0% | -34.6% | +1.0% |
| YTD | +29.0% | -6.6% | +35.6% | +31.5% |
| 1Y | +20.3% | -9.1% | +29.4% | +23.3% |
| 3Y | +99.0% | +1.8% | +97.2% | +101.4% |
| All | +99.0% | +1.3% | +97.7% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling