+183.0%
KO vs TYL
+102.8%
+80.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -0.8% | -8.6% | +7.8% | +0.6% |
| 30D | +0.8% | +7.5% | -6.8% | -0.4% |
| 3M | +8.3% | +10.9% | -2.6% | +6.3% |
| 6M | +14.0% | -6.7% | +20.8% | +14.6% |
| YTD | +26.9% | -24.5% | +51.4% | +31.5% |
| 1Y | +32.7% | -38.6% | +71.3% | +42.4% |
| 3Y | +63.9% | -12.6% | +76.6% | +62.8% |
| 5Y | +81.7% | -28.2% | +109.9% | +83.2% |
| 10Y | +183.0% | +104.0% | +79.0% | +148.0% |
| All | +183.0% | +102.8% | +80.2% | +148.0% |
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