+284.1%
CME vs TYL
+116.1%
+168.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.6% |
| 7D | -1.6% | -3.7% | +2.1% | -0.8% |
| 30D | +6.2% | +18.7% | -12.5% | +2.1% |
| 3M | +10.4% | +18.1% | -7.7% | +5.9% |
| 6M | -9.5% | -1.1% | -8.4% | -10.0% |
| YTD | +6.0% | -19.8% | +25.8% | +10.2% |
| 1Y | +9.3% | -34.3% | +43.6% | +19.1% |
| 3Y | +57.7% | -8.2% | +65.9% | +53.9% |
| 5Y | +77.7% | -25.4% | +103.1% | +80.3% |
| All | +284.1% | +116.1% | +168.0% | +183.3% |
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