+95.9%
CEG vs TYL
+5.0%
+90.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.4% |
| 7D | -9.4% | +15.1% | -24.5% | -9.0% |
| 30D | -20.2% | +30.1% | -50.3% | -19.8% |
| 3M | -9.5% | +40.4% | -49.8% | -9.1% |
| 6M | -25.0% | +31.3% | -56.3% | -24.3% |
| YTD | -31.9% | -5.2% | -26.7% | -28.8% |
| 1Y | -33.7% | -6.6% | -27.1% | -30.6% |
| All | +95.9% | +5.0% | +90.9% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling