+150.3%
CI vs TYL
+169.5%
-19.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.4% |
| 7D | +2.6% | +4.3% | -1.7% | +1.8% |
| 30D | +7.3% | +28.0% | -20.6% | +2.3% |
| 3M | +9.5% | +32.3% | -22.8% | +3.5% |
| 6M | +6.4% | +29.9% | -23.5% | +0.6% |
| YTD | +12.0% | -7.1% | +19.1% | +12.4% |
| 1Y | +20.1% | -9.2% | +29.3% | +21.0% |
| 3Y | +9.6% | +0.7% | +8.9% | +5.7% |
| 5Y | +52.7% | -21.1% | +73.8% | +55.2% |
| 10Y | +150.3% | +180.8% | -30.5% | +69.3% |
| All | +150.3% | +169.5% | -19.3% | +69.3% |
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