+492.8%
CEG vs TYL
-8.2%
+501.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.7% |
| 7D | -9.4% | +15.1% | -24.5% | -11.2% |
| 30D | -20.2% | +30.1% | -50.3% | -23.3% |
| 3M | -9.5% | +40.4% | -49.8% | -14.4% |
| 6M | -25.0% | +31.3% | -56.3% | -28.7% |
| YTD | -31.9% | -5.2% | -26.7% | -30.5% |
| 1Y | -33.7% | -6.6% | -27.1% | -32.1% |
| 3Y | +108.7% | +3.4% | +105.3% | +101.8% |
| All | +492.8% | -8.2% | +501.0% | +463.9% |
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