+104.0%
TYL vs COPX
+606.7%
-502.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -8.6% | +6.0% | -14.6% | -9.6% |
| 30D | +7.5% | +6.4% | +1.1% | +6.2% |
| 3M | +10.9% | +19.3% | -8.4% | +6.6% |
| 6M | -6.7% | +16.2% | -23.0% | -11.0% |
| YTD | -24.5% | +33.2% | -57.7% | -31.0% |
| 1Y | -38.6% | +90.2% | -128.9% | -48.9% |
| 3Y | -12.6% | +175.7% | -188.3% | -35.7% |
| 5Y | -28.2% | +193.1% | -221.3% | -48.7% |
| 10Y | +104.0% | +619.4% | -515.4% | +16.4% |
| All | +104.0% | +606.7% | -502.7% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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