+142.8%
CI vs TYL
+183.6%
-40.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.2% | +0.8% | +0.3% | +1.0% |
| 30D | +2.6% | +21.1% | -18.6% | -1.2% |
| 3M | +7.4% | +28.9% | -21.5% | +2.1% |
| 6M | -0.1% | +42.0% | -42.1% | -7.2% |
| YTD | +9.7% | -6.6% | +16.3% | +10.0% |
| 1Y | +12.1% | -9.1% | +21.2% | +13.0% |
| 3Y | +7.0% | +1.8% | +5.2% | +3.0% |
| 5Y | +49.7% | -22.9% | +72.6% | +53.6% |
| All | +142.8% | +183.6% | -40.8% | +62.0% |
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