-19.3%
TYL vs COO
-39.4%
+20.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.3% |
| 7D | +15.1% | +5.3% | +9.8% | +12.5% |
| 30D | +30.1% | +12.5% | +17.5% | +23.6% |
| 3M | +40.4% | -15.1% | +55.5% | +49.7% |
| 6M | +31.3% | +3.7% | +27.6% | +28.1% |
| YTD | -5.2% | -22.5% | +17.3% | +4.9% |
| 1Y | -6.6% | -7.8% | +1.2% | -4.6% |
| 3Y | +3.4% | -24.1% | +27.5% | +8.4% |
| 5Y | -19.3% | -40.1% | +20.8% | -4.5% |
| All | -19.3% | -39.4% | +20.2% | -4.5% |
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 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