-9.3%
CDW vs TYL
-20.5%
+11.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.7% | -7.8% | -6.8% |
| 7D | -4.1% | +15.1% | -19.2% | -9.5% |
| 30D | +16.7% | +30.1% | -13.3% | +4.9% |
| 3M | +13.6% | +40.4% | -26.8% | -1.3% |
| 6M | +17.0% | +31.3% | -14.3% | +4.1% |
| YTD | +18.1% | -5.2% | +23.3% | +18.0% |
| 1Y | +10.5% | -6.6% | +17.1% | +10.8% |
| 3Y | -20.9% | +3.4% | -24.3% | -25.8% |
| 5Y | -9.3% | -19.3% | +10.0% | -7.4% |
| All | -9.3% | -20.5% | +11.2% | -7.4% |
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