+293.0%
CDW vs TYL
+168.7%
+124.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | +0.1% |
| 7D | +2.1% | +6.7% | -4.6% | -0.8% |
| 30D | +14.7% | +26.5% | -11.8% | +2.9% |
| 3M | +11.1% | +37.3% | -26.2% | -4.3% |
| 6M | +45.6% | +31.2% | +14.4% | +27.1% |
| YTD | +17.1% | -7.4% | +24.5% | +18.3% |
| 1Y | +13.2% | -9.6% | +22.7% | +15.3% |
| 3Y | -22.2% | +1.9% | -24.1% | -27.2% |
| 5Y | -10.1% | -21.1% | +11.0% | -7.3% |
| All | +293.0% | +168.7% | +124.4% | +121.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling