+219.7%
CFG vs TYL
+169.5%
+50.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.7% |
| 7D | +0.7% | +4.3% | -3.6% | -0.6% |
| 30D | +2.8% | +28.0% | -25.2% | -5.0% |
| 3M | -10.1% | +32.3% | -42.4% | -18.2% |
| 6M | +3.2% | +29.9% | -26.7% | -6.5% |
| YTD | +14.2% | -7.1% | +21.3% | +14.6% |
| 1Y | +27.4% | -9.2% | +36.6% | +28.8% |
| 3Y | +187.6% | +0.7% | +186.9% | +173.4% |
| 5Y | +65.7% | -21.1% | +86.8% | +68.0% |
| 10Y | +219.7% | +180.8% | +38.9% | +98.8% |
| All | +219.7% | +169.5% | +50.2% | +98.8% |
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