+601.8%
CAG vs TYL
+12,593.6%
-11,991.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.7% |
| 7D | -3.8% | -3.7% | -0.1% | -3.6% |
| 30D | +3.1% | +18.7% | -15.6% | +2.2% |
| 3M | +23.5% | +18.1% | +5.3% | +22.4% |
| 6M | -14.8% | -1.1% | -13.7% | -14.9% |
| YTD | -5.4% | -19.8% | +14.4% | -4.7% |
| 1Y | -11.8% | -34.3% | +22.5% | -10.3% |
| 3Y | -36.7% | -8.2% | -28.4% | -36.8% |
| 5Y | -40.3% | -25.4% | -14.8% | -40.1% |
| 10Y | -37.0% | +115.6% | -152.6% | -40.2% |
| All | +601.8% | +12,593.6% | -11,991.8% | +454.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling