+136.0%
CMS vs TYL
+185.3%
-49.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -1.1% | +0.5% | -1.7% | -1.2% |
| 30D | +6.6% | +25.2% | -18.6% | +2.8% |
| 3M | +0.8% | +31.8% | -31.0% | -3.8% |
| 6M | -3.3% | +36.3% | -39.6% | -8.6% |
| YTD | +2.7% | -6.3% | +9.0% | +3.0% |
| 1Y | -4.0% | -9.5% | +5.4% | -3.2% |
| 3Y | +37.6% | +1.6% | +36.0% | +33.5% |
| 5Y | +35.4% | -21.8% | +57.2% | +35.9% |
| 10Y | +136.0% | +183.3% | -47.3% | +89.9% |
| All | +136.0% | +185.3% | -49.2% | +89.9% |
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