+183.3%
TYL vs COO
+40.2%
+143.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | +0.5% | -2.3% | +2.9% | +1.5% |
| 30D | +25.2% | +13.3% | +11.9% | +18.8% |
| 3M | +31.8% | -18.1% | +49.8% | +42.4% |
| 6M | +36.3% | +6.7% | +29.6% | +31.3% |
| YTD | -6.3% | -23.2% | +17.0% | +3.7% |
| 1Y | -9.5% | -12.3% | +2.8% | -5.6% |
| 3Y | +1.6% | -23.6% | +25.2% | +7.4% |
| 5Y | -21.8% | -38.7% | +17.0% | -9.3% |
| 10Y | +183.3% | +42.2% | +141.1% | +127.6% |
| All | +183.3% | +40.2% | +143.1% | +127.6% |
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