+71.4%
CME vs TYL
-21.6%
+93.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +1.7% | +4.3% | -2.7% | +1.0% |
| 30D | +10.2% | +28.0% | -17.8% | +6.4% |
| 3M | +17.8% | +32.3% | -14.6% | +13.1% |
| 6M | +11.0% | +29.9% | -18.9% | +6.6% |
| YTD | +17.0% | -7.1% | +24.2% | +17.5% |
| 1Y | +15.8% | -9.2% | +25.0% | +16.6% |
| 3Y | +61.8% | +0.7% | +61.1% | +57.8% |
| All | +71.4% | -21.6% | +93.0% | +75.8% |
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