+65.5%
KO vs TYL
-10.9%
+76.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.7% |
| 7D | +0.4% | -7.6% | +8.0% | +1.1% |
| 30D | +1.5% | +11.3% | -9.8% | +0.6% |
| 3M | +11.8% | +14.5% | -2.7% | +10.4% |
| 6M | +16.2% | -7.1% | +23.4% | +16.1% |
| YTD | +28.1% | -23.4% | +51.5% | +30.8% |
| 1Y | +34.8% | -38.6% | +73.3% | +41.5% |
| 3Y | +65.5% | -11.3% | +76.8% | +62.5% |
| All | +65.5% | -10.9% | +76.3% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling