+350.2%
CG vs TYL
+811.0%
-460.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.1% |
| 7D | -4.3% | -3.7% | -0.6% | -2.9% |
| 30D | -5.1% | +18.7% | -23.8% | -11.5% |
| 3M | +8.7% | +18.1% | -9.5% | +0.7% |
| 6M | -9.2% | -1.1% | -8.1% | -10.3% |
| YTD | -18.9% | -19.8% | +0.9% | -13.5% |
| 1Y | -25.6% | -34.3% | +8.7% | -14.0% |
| 3Y | +57.3% | -8.2% | +65.5% | +55.8% |
| 5Y | +10.2% | -25.4% | +35.6% | +16.8% |
| 10Y | +364.2% | +115.6% | +248.6% | +259.8% |
| All | +350.2% | +811.0% | -460.8% | +144.5% |
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 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