+283.0%
CG vs TYL
+977.0%
-694.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.7% | -8.2% | -7.2% |
| 7D | -1.5% | +15.1% | -16.6% | -6.9% |
| 30D | +2.8% | +30.1% | -27.3% | -7.5% |
| 3M | -19.2% | +40.4% | -59.6% | -29.8% |
| 6M | -21.0% | +31.3% | -52.2% | -30.3% |
| YTD | -31.0% | -5.2% | -25.8% | -31.4% |
| 1Y | -21.1% | -6.6% | -14.5% | -21.1% |
| 3Y | +48.8% | +3.4% | +45.4% | +40.5% |
| 5Y | -21.5% | -19.3% | -2.3% | -20.3% |
| 10Y | +298.1% | +178.1% | +120.0% | +182.0% |
| All | +283.0% | +977.0% | -694.0% | +93.9% |
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 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