+248.2%
CB vs TYL
+168.7%
+79.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.4% |
| 7D | +0.2% | +6.7% | -6.4% | -0.9% |
| 30D | +9.1% | +26.5% | -17.5% | +4.5% |
| 3M | +3.4% | +37.3% | -33.9% | -2.6% |
| 6M | +14.1% | +31.2% | -17.1% | +8.0% |
| YTD | +18.0% | -7.4% | +25.4% | +18.3% |
| 1Y | +30.1% | -9.6% | +39.7% | +30.9% |
| 3Y | +71.8% | +1.9% | +69.9% | +66.8% |
| 5Y | +101.8% | -21.1% | +122.9% | +105.1% |
| All | +248.2% | +168.7% | +79.5% | +158.7% |
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