+247.9%
CB vs TYL
+183.3%
+64.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | 0.0% | -1.6% | +1.6% | +0.3% |
| 30D | +7.4% | +22.1% | -14.7% | +3.5% |
| 3M | +8.6% | +33.4% | -24.7% | +2.9% |
| 6M | +16.1% | +36.8% | -20.6% | +9.1% |
| YTD | +20.2% | -6.7% | +26.9% | +20.3% |
| 1Y | +27.2% | -9.2% | +36.4% | +27.9% |
| 3Y | +72.7% | +1.2% | +71.5% | +67.9% |
| 5Y | +105.9% | -23.0% | +128.9% | +110.9% |
| All | +247.9% | +183.3% | +64.7% | +157.0% |
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