+116.6%
TYL vs COO
+49.3%
+67.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.4% |
| 7D | -3.7% | -2.2% | -1.5% | -2.7% |
| 30D | +18.7% | -7.0% | +25.8% | +22.4% |
| 3M | +18.1% | +12.2% | +5.9% | +12.4% |
| 6M | -1.1% | -15.1% | +14.0% | +5.4% |
| YTD | -19.8% | -15.1% | -4.7% | -14.4% |
| 1Y | -34.3% | +2.3% | -36.7% | -35.6% |
| 3Y | -8.2% | -23.7% | +15.4% | -1.7% |
| 5Y | -25.4% | -38.9% | +13.5% | -13.1% |
| All | +116.6% | +49.3% | +67.3% | +75.5% |
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