-24.8%
TYL vs COO
-38.8%
+14.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.5% |
| 3M | +18.1% | +12.2% | +5.9% | +12.3% |
| 6M | -1.1% | -15.1% | +14.0% | +5.8% |
| YTD | -19.8% | -15.1% | -4.7% | -14.1% |
| 1Y | -34.3% | +2.3% | -36.7% | -35.5% |
| 3Y | -8.2% | -23.7% | +15.4% | -1.3% |
| All | -24.8% | -38.8% | +14.0% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling