-22.4%
TYL vs COO
-41.6%
+19.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.5% |
| 7D | +6.7% | +4.7% | +1.9% | +4.6% |
| 30D | +26.5% | +13.9% | +12.6% | +19.8% |
| 3M | +37.3% | -14.9% | +52.2% | +46.3% |
| 6M | +31.2% | +2.0% | +29.1% | +28.9% |
| YTD | -7.4% | -23.9% | +16.6% | +3.4% |
| 1Y | -9.6% | -9.6% | +0.1% | -6.8% |
| 3Y | +1.9% | -25.4% | +27.3% | +7.7% |
| All | -22.4% | -41.6% | +19.2% | -7.1% |
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 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