-6.8%
CMG vs TYL
-37.9%
+31.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.9% |
| 7D | -1.5% | -7.6% | +6.1% | +0.1% |
| 30D | +12.7% | +11.3% | +1.4% | +10.2% |
| 3M | +26.3% | +14.5% | +11.8% | +21.7% |
| 6M | +4.5% | -7.1% | +11.6% | +5.7% |
| YTD | -0.1% | -23.4% | +23.3% | +6.1% |
| 1Y | -6.8% | -38.6% | +31.8% | +9.7% |
| All | -6.8% | -37.9% | +31.1% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling