+383.6%
CMG vs TYL
+174.6%
+209.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.0% |
| 7D | +8.6% | +3.5% | +5.1% | +7.1% |
| 30D | +13.1% | +26.9% | -13.8% | +2.0% |
| 3M | +9.0% | +33.8% | -24.8% | -4.4% |
| 6M | +10.0% | +28.8% | -18.8% | -3.2% |
| YTD | -3.4% | -7.9% | +4.5% | -2.6% |
| 1Y | +16.8% | -9.8% | +26.6% | +19.0% |
| 3Y | -14.7% | +1.2% | -15.9% | -20.2% |
| 5Y | -1.5% | -22.8% | +21.3% | +1.4% |
| 10Y | +383.6% | +168.8% | +214.8% | +228.5% |
| All | +383.6% | +174.6% | +209.0% | +228.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling