+20.1%
CI vs TYL
-8.1%
+28.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.4% |
| 7D | +2.6% | +4.3% | -1.7% | +2.0% |
| 30D | +7.3% | +28.0% | -20.6% | +4.1% |
| 3M | +9.5% | +32.3% | -22.8% | +6.0% |
| 6M | +6.4% | +29.9% | -23.5% | +3.1% |
| YTD | +12.0% | -7.1% | +19.1% | +16.4% |
| 1Y | +20.1% | -9.2% | +29.3% | +26.4% |
| All | +20.1% | -8.1% | +28.1% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling