+54.5%
CI vs TYL
-20.5%
+75.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.0% |
| 3M | +12.1% | +40.4% | -28.3% | +8.4% |
| 6M | +10.6% | +31.3% | -20.7% | +7.4% |
| YTD | +11.4% | -5.2% | +16.6% | +11.1% |
| 1Y | +18.8% | -6.6% | +25.4% | +18.6% |
| 3Y | +2.9% | +3.4% | -0.5% | +1.0% |
| 5Y | +54.5% | -19.3% | +73.8% | +51.9% |
| All | +54.5% | -20.5% | +75.0% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling