+42.3%
CF vs TYL
-8.4%
+50.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +6.1% |
| 7D | +0.4% | +15.1% | -14.7% | -0.5% |
| 30D | +2.2% | +30.1% | -27.9% | +0.5% |
| 3M | +2.1% | +40.4% | -38.3% | 0.0% |
| 6M | -6.5% | +31.3% | -37.8% | -8.1% |
| YTD | +55.6% | -5.2% | +60.7% | +47.7% |
| 1Y | +42.3% | -6.6% | +48.9% | +35.3% |
| All | +42.3% | -8.4% | +50.7% | +35.3% |
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