+3,812.5%
CMG vs TYL
+4,734.0%
-921.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.5% | -1.8% |
| 7D | +8.0% | +6.7% | +1.3% | +5.2% |
| 30D | +11.9% | +26.5% | -14.7% | +1.4% |
| 3M | +2.1% | +37.3% | -35.2% | -10.9% |
| 6M | +5.2% | +31.2% | -26.0% | -7.6% |
| YTD | -6.9% | -7.4% | +0.4% | -7.0% |
| 1Y | +12.7% | -9.6% | +22.2% | +13.8% |
| 3Y | -16.8% | +1.9% | -18.7% | -21.9% |
| 5Y | -4.1% | -21.1% | +17.1% | -1.5% |
| 10Y | +364.7% | +171.8% | +192.9% | +185.0% |
| All | +3,812.5% | +4,734.0% | -921.5% | +590.3% |
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