+495.9%
CMI vs TYL
+100.8%
+395.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | +0.8% | -11.5% | +12.4% | +2.9% |
| 30D | -12.8% | +3.9% | -16.7% | -13.6% |
| 3M | -12.4% | +10.8% | -23.2% | -14.9% |
| 6M | -0.9% | -5.3% | +4.4% | -1.0% |
| YTD | +8.9% | -26.1% | +35.0% | +14.5% |
| 1Y | +37.7% | -38.5% | +76.3% | +51.5% |
| 3Y | +148.9% | -14.5% | +163.3% | +148.7% |
| 5Y | +164.4% | -28.9% | +193.2% | +169.4% |
| All | +495.9% | +100.8% | +395.2% | +337.8% |
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 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