+1.2%
TYL vs COPX
+146.4%
-145.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | -0.4% |
| 7D | +3.5% | +3.3% | +0.2% | +3.6% |
| 30D | +26.9% | -12.2% | +39.1% | +26.7% |
| 3M | +33.8% | -14.5% | +48.4% | +33.6% |
| 6M | +28.8% | -12.2% | +41.0% | +28.9% |
| YTD | -7.9% | +5.2% | -13.1% | -10.3% |
| 1Y | -9.8% | +27.0% | -36.7% | -14.5% |
| 3Y | +1.2% | +149.1% | -147.9% | -14.9% |
| All | +1.2% | +146.4% | -145.2% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling