-70.5%
CBRS vs TYL
+42.6%
-113.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.7% | -10.8% | -1.4% |
| 7D | -18.4% | +17.3% | -35.7% | -3.8% |
| 30D | -49.4% | +28.9% | -78.3% | -33.5% |
| 3M | -59.6% | +35.1% | -94.6% | -42.2% |
| All | -70.5% | +42.6% | -113.1% | -54.0% |
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 · Available span rolling