+105.7%
CBOE vs TYL
+0.5%
+105.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.1% |
| 7D | +1.0% | +3.5% | -2.5% | +0.7% |
| 30D | +16.0% | +26.9% | -10.9% | +14.2% |
| 3M | +23.4% | +33.8% | -10.4% | +21.2% |
| 6M | +1.7% | +28.8% | -27.1% | +0.2% |
| YTD | +41.6% | -7.9% | +49.5% | +42.1% |
| 1Y | +38.5% | -9.8% | +48.2% | +39.2% |
| 3Y | +105.7% | +1.2% | +104.6% | +98.8% |
| All | +105.7% | +0.5% | +105.2% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling