+71.0%
CME vs TYL
-21.3%
+92.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | -0.1% |
| 7D | +0.9% | +6.7% | -5.8% | 0.0% |
| 30D | +13.2% | +26.5% | -13.4% | +9.5% |
| 3M | +16.3% | +37.3% | -21.0% | +11.1% |
| 6M | +7.1% | +31.2% | -24.0% | +2.7% |
| YTD | +15.8% | -7.4% | +23.2% | +16.3% |
| 1Y | +17.1% | -9.6% | +26.6% | +17.9% |
| 3Y | +63.2% | +1.9% | +61.3% | +58.8% |
| All | +71.0% | -21.3% | +92.3% | +75.2% |
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 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