-20.9%
CG vs TYL
-21.3%
+0.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.4% |
| 7D | -1.2% | +6.7% | -7.9% | -4.3% |
| 30D | +5.0% | +26.5% | -21.5% | -6.7% |
| 3M | -18.2% | +37.3% | -55.5% | -30.6% |
| 6M | -20.7% | +31.2% | -51.9% | -32.4% |
| YTD | -31.4% | -7.4% | -24.1% | -29.9% |
| 1Y | -22.3% | -9.6% | -12.7% | -19.5% |
| 3Y | +50.2% | +1.9% | +48.3% | +37.2% |
| All | -20.9% | -21.3% | +0.4% | -12.6% |
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