+563.4%
CF vs TYL
+174.9%
+388.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +5.8% |
| 7D | +0.4% | +15.1% | -14.7% | -2.4% |
| 30D | +2.2% | +30.1% | -27.9% | -3.1% |
| 3M | +2.1% | +40.4% | -38.3% | -4.9% |
| 6M | -6.5% | +31.3% | -37.8% | -12.2% |
| YTD | +55.6% | -5.2% | +60.7% | +55.3% |
| 1Y | +42.3% | -6.6% | +48.9% | +42.5% |
| 3Y | +55.7% | +3.4% | +52.3% | +49.8% |
| 5Y | +122.4% | -19.3% | +141.7% | +125.7% |
| All | +563.4% | +174.9% | +388.4% | +360.7% |
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 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