+36.3%
TYL vs COPX
-15.1%
+51.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +1.1% |
| 7D | +0.5% | -1.5% | +2.1% | +0.2% |
| 30D | +25.2% | -14.0% | +39.2% | +20.5% |
| 3M | +31.8% | -17.1% | +48.9% | +26.3% |
| 6M | +36.3% | -15.9% | +52.2% | +34.6% |
| All | +36.3% | -15.1% | +51.4% | +34.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling