+13,545.6%
COST vs TYL
+14,564.8%
-1,019.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.9% |
| 7D | +4.1% | +6.7% | -2.6% | +3.4% |
| 30D | +12.0% | +26.5% | -14.6% | +9.4% |
| 3M | +11.2% | +37.3% | -26.1% | +7.7% |
| 6M | +6.1% | +31.2% | -25.0% | +3.1% |
| YTD | +22.9% | -7.4% | +30.3% | +22.9% |
| 1Y | +14.7% | -9.6% | +24.3% | +15.0% |
| 3Y | +92.3% | +1.9% | +90.4% | +89.9% |
| 5Y | +116.6% | -21.1% | +137.7% | +117.7% |
| 10Y | +775.4% | +171.8% | +603.6% | +688.2% |
| All | +13,545.6% | +14,564.8% | -1,019.2% | +8,129.2% |
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