+57.9%
CME vs TYL
-8.1%
+66.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.1% |
| 7D | -1.6% | -3.7% | +2.1% | -1.3% |
| 30D | +6.2% | +18.7% | -12.5% | +4.6% |
| 3M | +10.4% | +18.1% | -7.7% | +8.7% |
| 6M | -9.5% | -1.1% | -8.4% | -9.6% |
| YTD | +6.0% | -19.8% | +25.8% | +7.8% |
| 1Y | +9.3% | -34.3% | +43.6% | +13.4% |
| All | +57.9% | -8.1% | +66.1% | +56.9% |
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 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