+168.8%
TYL vs COO
+40.7%
+128.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.6% |
| 7D | +3.5% | +4.3% | -0.8% | +1.7% |
| 30D | +26.9% | +17.6% | +9.3% | +18.6% |
| 3M | +33.8% | -13.9% | +47.7% | +41.6% |
| 6M | +28.8% | +6.6% | +22.3% | +24.3% |
| YTD | -7.9% | -22.0% | +14.1% | +1.2% |
| 1Y | -9.8% | -8.8% | -1.0% | -7.5% |
| 3Y | +1.2% | -21.5% | +22.7% | +5.7% |
| 5Y | -22.8% | -41.0% | +18.2% | -9.2% |
| 10Y | +168.8% | +40.9% | +127.9% | +117.5% |
| All | +168.8% | +40.7% | +128.1% | +117.5% |
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