+362.4%
CFG vs TYL
+312.9%
+49.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +1.2% |
| 7D | +1.5% | -3.7% | +5.2% | +2.7% |
| 30D | -3.8% | +18.7% | -22.6% | -9.1% |
| 3M | +11.5% | +18.1% | -6.6% | +4.9% |
| 6M | +19.2% | -1.1% | +20.3% | +17.8% |
| YTD | +23.7% | -19.8% | +43.5% | +30.0% |
| 1Y | +38.8% | -34.3% | +73.2% | +55.9% |
| 3Y | +178.9% | -8.2% | +187.1% | +173.7% |
| 5Y | +101.8% | -25.4% | +127.2% | +106.9% |
| 10Y | +317.3% | +115.6% | +201.7% | +189.6% |
| All | +362.4% | +312.9% | +49.5% | +179.2% |
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