-35.7%
CAG vs TYL
-6.4%
-29.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.5% |
| 7D | -3.8% | -3.7% | -0.1% | -3.4% |
| 30D | +3.1% | +18.7% | -15.6% | +1.3% |
| 3M | +23.5% | +18.1% | +5.3% | +21.2% |
| 6M | -14.8% | -1.1% | -13.7% | -15.7% |
| YTD | -5.4% | -19.8% | +14.4% | -4.4% |
| 1Y | -11.8% | -34.3% | +22.5% | -9.0% |
| All | -35.7% | -6.4% | -29.3% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling