+153.5%
CBOE vs TYL
-24.8%
+178.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.5% |
| 7D | -3.6% | -3.7% | +0.1% | -3.2% |
| 30D | +5.1% | +18.7% | -13.7% | +2.7% |
| 3M | +4.6% | +18.1% | -13.5% | +2.1% |
| 6M | -0.3% | -1.1% | +0.9% | -0.3% |
| YTD | +19.8% | -19.8% | +39.6% | +23.3% |
| 1Y | +28.4% | -34.3% | +62.7% | +36.3% |
| 3Y | +104.1% | -8.2% | +112.3% | +99.6% |
| All | +153.5% | -24.8% | +178.3% | +159.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling