+142.2%
CI vs TYL
+183.3%
-41.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.6% |
| 7D | -1.7% | -1.6% | -0.2% | -1.4% |
| 30D | +4.9% | +22.1% | -17.2% | +0.8% |
| 3M | +7.4% | +33.4% | -26.0% | +1.4% |
| 6M | +0.4% | +36.8% | -36.4% | -6.1% |
| YTD | +9.5% | -6.7% | +16.2% | +9.7% |
| 1Y | +12.0% | -9.2% | +21.2% | +12.9% |
| 3Y | +7.1% | +1.2% | +5.9% | +3.2% |
| 5Y | +49.3% | -23.0% | +72.3% | +53.3% |
| All | +142.2% | +183.3% | -41.1% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling