-14.1%
CG vs TYL
-10.1%
-4.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.7% | -0.2% | +3.7% |
| 7D | +9.4% | +17.3% | -7.8% | +6.4% |
| 30D | +8.7% | +28.9% | -20.2% | +4.1% |
| 3M | -15.0% | +35.1% | -50.0% | -19.2% |
| 6M | -13.2% | +29.3% | -42.5% | -17.0% |
| YTD | -26.2% | -6.8% | -19.4% | -22.5% |
| 1Y | -14.1% | -9.9% | -4.2% | -8.9% |
| All | -14.1% | -10.1% | -4.0% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling