-2.7%
CEG vs TYL
-34.2%
+31.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.0% | +8.9% | +4.1% |
| 7D | +8.0% | -3.7% | +11.7% | +7.3% |
| 30D | +12.9% | +18.7% | -5.8% | +17.0% |
| 3M | +13.2% | +18.1% | -5.0% | +17.8% |
| 6M | -7.0% | -1.1% | -5.9% | -4.8% |
| YTD | -15.0% | -19.8% | +4.8% | -21.8% |
| 1Y | -2.7% | -34.3% | +31.6% | -22.6% |
| All | -2.7% | -34.2% | +31.5% | -22.6% |
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