+4,981.1%
CF vs TYL
+5,520.2%
-539.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.7% | -9.1% | -6.0% |
| 7D | -6.9% | +17.3% | -24.1% | -11.9% |
| 30D | -3.7% | +28.9% | -32.6% | -11.9% |
| 3M | -5.0% | +35.1% | -40.0% | -14.8% |
| 6M | -10.5% | +29.3% | -39.8% | -19.4% |
| YTD | +46.5% | -6.8% | +53.3% | +45.5% |
| 1Y | +34.8% | -9.9% | +44.7% | +35.4% |
| 3Y | +46.7% | +1.7% | +45.0% | +37.1% |
| 5Y | +112.0% | -21.6% | +133.6% | +109.2% |
| 10Y | +529.7% | +173.5% | +356.2% | +239.5% |
| All | +4,981.1% | +5,520.2% | -539.1% | +390.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling