-15.9%
CG vs TYL
-22.0%
+6.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.8% |
| 7D | +2.0% | +4.3% | -2.4% | -0.2% |
| 30D | +8.5% | +28.0% | -19.4% | -4.1% |
| 3M | -12.1% | +32.3% | -44.5% | -24.1% |
| 6M | -16.4% | +29.9% | -46.3% | -28.2% |
| YTD | -28.0% | -7.1% | -20.9% | -26.5% |
| 1Y | -18.9% | -9.2% | -9.7% | -16.2% |
| 3Y | +51.2% | +0.7% | +50.5% | +39.5% |
| 5Y | -15.9% | -21.1% | +5.2% | -8.5% |
| All | -15.9% | -22.0% | +6.2% | -8.5% |
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