+385.1%
CBOE vs TYL
+106.7%
+278.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -0.8% |
| 7D | -4.6% | -7.6% | +3.0% | -3.1% |
| 30D | +2.6% | +11.3% | -8.7% | +0.2% |
| 3M | +4.9% | +14.5% | -9.6% | +1.5% |
| 6M | -2.2% | -7.1% | +5.0% | -1.3% |
| YTD | +17.7% | -23.4% | +41.1% | +23.4% |
| 1Y | +26.1% | -38.6% | +64.6% | +39.0% |
| 3Y | +97.1% | -11.3% | +108.4% | +92.9% |
| 5Y | +149.2% | -28.0% | +177.1% | +154.0% |
| 10Y | +385.1% | +104.9% | +280.2% | +275.2% |
| All | +385.1% | +106.7% | +278.4% | +275.2% |
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