+187.8%
TYL vs COO
+41.1%
+146.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +0.8% | +0.5% | +0.4% | +0.6% |
| 30D | +21.1% | +14.2% | +7.0% | +14.6% |
| 3M | +28.9% | -18.2% | +47.1% | +39.4% |
| 6M | +42.0% | +5.3% | +36.7% | +37.6% |
| YTD | -6.6% | -23.6% | +17.0% | +3.5% |
| 1Y | -9.1% | -12.7% | +3.6% | -5.0% |
| 3Y | +1.8% | -24.2% | +26.0% | +8.0% |
| 5Y | -22.9% | -40.0% | +17.1% | -9.8% |
| All | +187.8% | +41.1% | +146.7% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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