+8,016.0%
CI vs TYL
+14,906.9%
-6,890.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | +1.0% | +15.1% | -14.1% | -0.2% |
| 30D | +9.9% | +30.1% | -20.2% | +7.5% |
| 3M | +12.1% | +40.4% | -28.3% | +8.9% |
| 6M | +10.6% | +31.3% | -20.7% | +7.8% |
| YTD | +11.4% | -5.2% | +16.6% | +11.2% |
| 1Y | +18.8% | -6.6% | +25.4% | +18.7% |
| 3Y | +2.9% | +3.4% | -0.5% | +1.4% |
| 5Y | +54.5% | -19.3% | +73.8% | +54.0% |
| 10Y | +175.7% | +178.1% | -2.4% | +148.3% |
| All | +8,016.0% | +14,906.9% | -6,890.9% | +5,133.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling