+333.9%
CFG vs TYL
+380.0%
-46.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.3% | +1.0% |
| 7D | +1.8% | +17.3% | -15.5% | -3.1% |
| 30D | +3.3% | +28.9% | -25.6% | -4.6% |
| 3M | -9.8% | +35.1% | -44.9% | -18.4% |
| 6M | +5.2% | +29.3% | -24.1% | -4.4% |
| YTD | +16.1% | -6.8% | +22.9% | +16.0% |
| 1Y | +33.7% | -9.9% | +43.6% | +35.1% |
| 3Y | +181.2% | +1.7% | +179.5% | +167.1% |
| 5Y | +69.1% | -21.6% | +90.7% | +71.1% |
| 10Y | +264.3% | +173.5% | +90.8% | +134.7% |
| All | +333.9% | +380.0% | -46.1% | +149.3% |
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 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