-33.8%
CAG vs TYL
+102.8%
-136.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -6.6% | -8.6% | +2.0% | -5.5% |
| 30D | +2.3% | +7.5% | -5.2% | +1.3% |
| 3M | +16.3% | +10.9% | +5.4% | +14.5% |
| 6M | -16.0% | -6.7% | -9.3% | -15.7% |
| YTD | -7.7% | -24.5% | +16.8% | -5.0% |
| 1Y | -16.0% | -38.6% | +22.6% | -11.1% |
| 3Y | -37.7% | -12.6% | -25.1% | -38.0% |
| 5Y | -41.2% | -28.2% | -13.0% | -40.6% |
| 10Y | -33.8% | +104.0% | -137.8% | -46.2% |
| All | -33.8% | +102.8% | -136.6% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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