+222.0%
KO vs TYL
+182.7%
+39.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +2.2% | +4.3% | -2.1% | +1.5% |
| 30D | +10.1% | +28.0% | -17.9% | +5.9% |
| 3M | +12.2% | +32.3% | -20.1% | +7.3% |
| 6M | +25.1% | +29.9% | -4.8% | +19.5% |
| YTD | +41.3% | -7.1% | +48.4% | +41.6% |
| 1Y | +41.1% | -9.2% | +50.3% | +41.8% |
| 3Y | +86.3% | +0.7% | +85.6% | +81.4% |
| 5Y | +97.8% | -21.1% | +118.8% | +97.8% |
| All | +222.0% | +182.7% | +39.4% | +170.3% |
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 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