+15,757.9%
CMI vs TYL
+14,603.2%
+1,154.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.5% | -2.7% |
| 7D | -9.3% | +4.3% | -13.6% | -9.8% |
| 30D | -13.2% | +28.0% | -41.2% | -15.9% |
| 3M | -28.2% | +32.3% | -60.5% | -30.9% |
| 6M | -32.7% | +29.9% | -62.6% | -35.5% |
| YTD | -10.1% | -7.1% | -3.0% | -10.8% |
| 1Y | -4.9% | -9.2% | +4.4% | -5.3% |
| 3Y | +120.4% | +0.7% | +119.6% | +115.5% |
| 5Y | +114.3% | -21.1% | +135.3% | +113.6% |
| 10Y | +324.8% | +180.8% | +144.0% | +260.1% |
| All | +15,757.9% | +14,603.2% | +1,154.7% | +8,684.3% |
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