-39.0%
CAG vs TYL
+174.6%
-213.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +4.6% | +3.5% | +1.1% | +4.1% |
| 30D | +14.7% | +26.9% | -12.2% | +11.0% |
| 3M | +2.4% | +33.8% | -31.5% | -1.7% |
| 6M | +10.7% | +28.8% | -18.1% | +6.6% |
| YTD | -5.5% | -7.9% | +2.4% | -5.4% |
| 1Y | -4.6% | -9.8% | +5.2% | -4.2% |
| 3Y | -34.4% | +1.2% | -35.6% | -36.0% |
| 5Y | -39.2% | -22.8% | -16.3% | -38.4% |
| 10Y | -39.0% | +168.8% | -207.8% | -52.3% |
| All | -39.0% | +174.6% | -213.5% | -52.3% |
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