+4.1%
CI vs TYL
+5.0%
-0.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.5% |
| 7D | +1.0% | +15.1% | -14.1% | -0.4% |
| 30D | +9.9% | +30.1% | -20.2% | +7.1% |
| 3M | +12.1% | +40.4% | -28.3% | +8.7% |
| 6M | +10.6% | +31.3% | -20.7% | +7.6% |
| YTD | +11.4% | -5.2% | +16.6% | +10.8% |
| 1Y | +18.8% | -6.6% | +25.4% | +18.2% |
| All | +4.1% | +5.0% | -0.8% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling