+126.5%
CMS vs TYL
+174.9%
-48.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | +1.7% | +15.1% | -13.4% | -0.6% |
| 30D | +8.6% | +30.1% | -21.4% | +4.2% |
| 3M | -0.5% | +40.4% | -40.9% | -6.0% |
| 6M | -4.2% | +31.3% | -35.5% | -8.9% |
| YTD | +3.4% | -5.2% | +8.6% | +3.5% |
| 1Y | +0.4% | -6.6% | +7.0% | +0.7% |
| 3Y | +38.2% | +3.4% | +34.8% | +33.7% |
| 5Y | +35.4% | -19.3% | +54.7% | +34.9% |
| All | +126.5% | +174.9% | -48.4% | +82.5% |
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