+180.8%
TYL vs COPX
+327.1%
-146.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.4% |
| 7D | +4.3% | +1.6% | +2.7% | +3.9% |
| 30D | +28.0% | -15.0% | +43.0% | +31.2% |
| 3M | +32.3% | -18.6% | +50.9% | +36.3% |
| 6M | +29.9% | -14.9% | +44.9% | +31.2% |
| YTD | -7.1% | +1.8% | -9.0% | -11.6% |
| 1Y | -9.2% | +19.7% | -28.9% | -17.1% |
| 3Y | +0.7% | +140.9% | -140.2% | -25.8% |
| 5Y | -21.1% | +130.6% | -151.6% | -41.7% |
| 10Y | +180.8% | +326.5% | -145.7% | +67.5% |
| All | +180.8% | +327.1% | -146.3% | +67.5% |
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