+299.5%
CME vs TYL
+174.6%
+124.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.3% |
| 7D | -0.6% | +3.5% | -4.1% | -1.3% |
| 30D | +8.5% | +26.9% | -18.4% | +2.9% |
| 3M | +16.0% | +33.8% | -17.8% | +8.5% |
| 6M | +9.3% | +28.8% | -19.5% | +2.5% |
| YTD | +15.3% | -7.9% | +23.2% | +16.0% |
| 1Y | +14.4% | -9.8% | +24.2% | +15.5% |
| 3Y | +59.9% | +1.2% | +58.7% | +53.2% |
| 5Y | +69.4% | -22.8% | +92.3% | +72.8% |
| 10Y | +299.5% | +168.8% | +130.7% | +176.2% |
| All | +299.5% | +174.6% | +124.9% | +176.2% |
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