+60.4%
CFG vs TYL
-23.0%
+83.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +3.2% | +0.8% | +2.4% | +3.0% |
| 30D | +5.1% | +21.1% | -16.0% | -0.1% |
| 3M | -11.2% | +28.9% | -40.2% | -17.3% |
| 6M | +9.6% | +42.0% | -32.5% | -1.5% |
| YTD | +15.0% | -6.6% | +21.6% | +16.4% |
| 1Y | +29.9% | -9.1% | +38.9% | +32.7% |
| 3Y | +192.1% | +1.8% | +190.2% | +180.3% |
| All | +60.4% | -23.0% | +83.4% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling