+11.7%
CMI vs TYL
-10.1%
+21.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.7% | -10.5% | -4.5% |
| 7D | -11.2% | +17.3% | -28.5% | -7.2% |
| 30D | -9.8% | +28.9% | -38.7% | -3.3% |
| 3M | -25.5% | +35.1% | -60.6% | -18.8% |
| 6M | -27.7% | +29.3% | -57.0% | -20.4% |
| YTD | -6.6% | -6.8% | +0.2% | +2.3% |
| 1Y | +11.7% | -9.9% | +21.6% | +22.7% |
| All | +11.7% | -10.1% | +21.7% | +22.7% |
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