-34.4%
CAG vs TYL
+0.5%
-35.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.7% |
| 3M | +2.4% | +33.8% | -31.5% | -0.8% |
| 6M | +10.7% | +28.8% | -18.1% | +7.2% |
| YTD | -5.5% | -7.9% | +2.4% | -6.4% |
| 1Y | -4.6% | -9.8% | +5.2% | -5.3% |
| 3Y | -34.4% | +1.2% | -35.6% | -36.3% |
| All | -34.4% | +0.5% | -35.0% | -36.3% |
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 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