+84.8%
KO vs TYL
+0.5%
+84.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.4% |
| 7D | +0.2% | +3.5% | -3.3% | -0.1% |
| 30D | +9.1% | +26.9% | -17.8% | +6.9% |
| 3M | +11.0% | +33.8% | -22.9% | +8.2% |
| 6M | +24.0% | +28.8% | -4.9% | +20.9% |
| YTD | +40.0% | -7.9% | +47.9% | +40.4% |
| 1Y | +39.7% | -9.8% | +49.5% | +40.4% |
| 3Y | +84.8% | +1.2% | +83.6% | +81.0% |
| All | +84.8% | +0.5% | +84.2% | +81.0% |
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 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