-15.4%
CAG vs TYL
-37.9%
+22.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.0% | -1.0% |
| 7D | -5.3% | -7.6% | +2.3% | -4.6% |
| 30D | +1.0% | +11.3% | -10.3% | 0.0% |
| 3M | +17.4% | +14.5% | +2.9% | +15.7% |
| 6M | -16.8% | -7.1% | -9.7% | -18.4% |
| YTD | -6.8% | -23.4% | +16.6% | -7.5% |
| 1Y | -15.4% | -38.6% | +23.2% | -21.5% |
| All | -15.4% | -37.9% | +22.5% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling