+26.5%
CBOE vs TYL
-39.5%
+66.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -0.8% | -8.6% | +7.8% | -0.3% |
| 30D | +2.7% | +7.5% | -4.9% | +2.4% |
| 3M | +0.7% | +10.9% | -10.2% | +0.4% |
| 6M | -2.0% | -6.7% | +4.7% | -0.6% |
| YTD | +17.1% | -24.5% | +41.7% | +21.4% |
| 1Y | +26.5% | -38.6% | +65.1% | +34.7% |
| All | +26.5% | -39.5% | +66.0% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling