+110.2%
COST vs TYL
-25.2%
+135.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | 0.0% |
| 7D | -3.1% | -3.7% | +0.5% | -2.2% |
| 30D | -2.8% | +18.7% | -21.5% | -7.3% |
| 3M | -5.7% | +18.1% | -23.8% | -10.2% |
| 6M | -8.8% | -1.1% | -7.6% | -9.3% |
| YTD | +6.7% | -19.8% | +26.5% | +12.4% |
| 1Y | -3.6% | -34.3% | +30.7% | +8.2% |
| 3Y | +75.1% | -8.2% | +83.3% | +71.7% |
| All | +110.2% | -25.2% | +135.4% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling