+7,451.3%
CME vs TYL
+9,485.1%
-2,033.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | +3.7% | +15.1% | -11.4% | -0.9% |
| 30D | +13.7% | +30.1% | -16.3% | +4.4% |
| 3M | +16.6% | +40.4% | -23.8% | +4.1% |
| 6M | +8.2% | +31.3% | -23.1% | -2.3% |
| YTD | +16.3% | -5.2% | +21.5% | +15.2% |
| 1Y | +19.1% | -6.6% | +25.7% | +18.4% |
| 3Y | +67.4% | +3.4% | +64.0% | +56.5% |
| 5Y | +71.0% | -19.3% | +90.2% | +67.7% |
| 10Y | +338.9% | +178.1% | +160.8% | +161.4% |
| All | +7,451.3% | +9,485.1% | -2,033.8% | +1,152.8% |
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 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