-28.0%
TYL vs COPX
+186.1%
-214.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.1% | -8.6% | -5.1% |
| 7D | -7.6% | +5.8% | -13.4% | -8.4% |
| 30D | +11.3% | +7.2% | +4.1% | +10.0% |
| 3M | +14.5% | +16.5% | -2.0% | +11.2% |
| 6M | -7.1% | +18.4% | -25.6% | -11.3% |
| YTD | -23.4% | +31.9% | -55.3% | -29.7% |
| 1Y | -38.6% | +88.5% | -127.0% | -49.3% |
| 3Y | -11.3% | +173.1% | -184.4% | -37.8% |
| 5Y | -28.0% | +193.1% | -221.1% | -51.4% |
| All | -28.0% | +186.1% | -214.0% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling