+73.1%
CME vs TYL
-22.1%
+95.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | +2.7% | -1.6% | +4.3% | +2.9% |
| 30D | +13.5% | +22.1% | -8.6% | +10.3% |
| 3M | +20.9% | +33.4% | -12.4% | +16.0% |
| 6M | +11.5% | +36.8% | -25.3% | +6.3% |
| YTD | +19.5% | -6.7% | +26.2% | +19.8% |
| 1Y | +17.2% | -9.2% | +26.4% | +18.0% |
| 3Y | +65.1% | +1.2% | +64.0% | +61.0% |
| 5Y | +73.1% | -23.0% | +96.1% | +77.9% |
| All | +73.1% | -22.1% | +95.2% | +77.9% |
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