+21.5%
CDW vs TYL
-10.1%
+31.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.7% | +8.0% | +10.9% |
| 7D | +3.7% | +17.3% | -13.5% | -2.1% |
| 30D | +26.0% | +28.9% | -2.9% | +14.7% |
| 3M | +10.1% | +35.1% | -25.0% | -1.6% |
| 6M | +26.1% | +29.3% | -3.3% | +13.8% |
| YTD | +25.9% | -6.8% | +32.6% | +17.9% |
| 1Y | +21.5% | -9.9% | +31.5% | +13.6% |
| All | +21.5% | -10.1% | +31.6% | +13.6% |
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