+5,967.0%
CF vs TYL
+4,734.4%
+1,232.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -1.9% |
| 7D | +6.0% | -3.7% | +9.7% | +7.4% |
| 30D | +14.8% | +18.7% | -3.9% | +8.1% |
| 3M | +14.1% | +18.1% | -4.1% | +6.8% |
| 6M | +28.5% | -1.1% | +29.7% | +27.0% |
| YTD | +74.9% | -19.8% | +94.8% | +83.8% |
| 1Y | +61.7% | -34.3% | +96.0% | +81.9% |
| 3Y | +80.3% | -8.2% | +88.6% | +74.6% |
| 5Y | +226.0% | -25.4% | +251.4% | +225.6% |
| 10Y | +569.9% | +115.6% | +454.3% | +296.9% |
| All | +5,967.0% | +4,734.4% | +1,232.6% | +519.7% |
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 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