+577.4%
CF vs TYL
+116.1%
+461.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -2.4% |
| 7D | +6.0% | -3.7% | +9.7% | +6.8% |
| 30D | +14.8% | +18.7% | -3.9% | +10.9% |
| 3M | +14.1% | +18.1% | -4.1% | +9.8% |
| 6M | +28.5% | -1.1% | +29.7% | +27.9% |
| YTD | +74.9% | -19.8% | +94.8% | +81.0% |
| 1Y | +61.7% | -34.3% | +96.0% | +74.6% |
| 3Y | +80.3% | -8.2% | +88.6% | +77.4% |
| 5Y | +226.0% | -25.4% | +251.4% | +232.0% |
| All | +577.4% | +116.1% | +461.3% | +402.4% |
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 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