+320.3%
CFG vs TYL
+388.1%
-67.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.7% |
| 7D | -2.2% | +15.1% | -17.3% | -6.3% |
| 30D | +0.4% | +30.1% | -29.7% | -7.6% |
| 3M | -12.6% | +40.4% | -53.0% | -21.8% |
| 6M | +0.6% | +31.3% | -30.7% | -9.0% |
| YTD | +12.4% | -5.2% | +17.6% | +11.8% |
| 1Y | +27.7% | -6.6% | +34.3% | +27.5% |
| 3Y | +172.4% | +3.4% | +169.0% | +157.3% |
| 5Y | +64.0% | -19.3% | +83.2% | +64.3% |
| 10Y | +252.8% | +178.1% | +74.7% | +126.1% |
| All | +320.3% | +388.1% | -67.8% | +140.2% |
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