+13,709.1%
COST vs TYL
+14,481.8%
-772.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +2.5% | +3.5% | -1.1% | +2.1% |
| 30D | +12.8% | +26.9% | -14.1% | +10.2% |
| 3M | +12.7% | +33.8% | -21.2% | +9.4% |
| 6M | +6.0% | +28.8% | -22.8% | +3.1% |
| YTD | +24.4% | -7.9% | +32.2% | +24.4% |
| 1Y | +16.2% | -9.8% | +26.0% | +16.5% |
| 3Y | +96.9% | +1.2% | +95.7% | +94.6% |
| 5Y | +121.1% | -22.8% | +143.9% | +122.6% |
| 10Y | +758.4% | +168.8% | +589.6% | +673.7% |
| All | +13,709.1% | +14,481.8% | -772.8% | +8,232.3% |
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