+7,418.1%
CME vs TYL
+9,266.6%
-1,848.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | +0.3% |
| 7D | +0.9% | +6.7% | -5.8% | -1.2% |
| 30D | +13.2% | +26.5% | -13.4% | +4.8% |
| 3M | +16.3% | +37.3% | -21.0% | +4.6% |
| 6M | +7.1% | +31.2% | -24.0% | -3.2% |
| YTD | +15.8% | -7.4% | +23.2% | +15.5% |
| 1Y | +17.1% | -9.6% | +26.6% | +17.6% |
| 3Y | +63.2% | +1.9% | +61.3% | +53.3% |
| 5Y | +70.2% | -21.1% | +91.3% | +68.2% |
| 10Y | +337.0% | +171.8% | +165.2% | +162.1% |
| All | +7,418.1% | +9,266.6% | -1,848.5% | +1,156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling