+115.4%
CMS vs TYL
+116.1%
-0.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.4% |
| 7D | +0.4% | -3.7% | +4.0% | +0.9% |
| 30D | -3.6% | +18.7% | -22.3% | -6.3% |
| 3M | -1.9% | +18.1% | -20.0% | -4.9% |
| 6M | -11.0% | -1.1% | -9.9% | -11.4% |
| YTD | +0.2% | -19.8% | +20.0% | +3.1% |
| 1Y | -1.3% | -34.3% | +33.0% | +5.3% |
| 3Y | +35.9% | -8.2% | +44.2% | +33.7% |
| 5Y | +23.1% | -25.4% | +48.5% | +23.3% |
| All | +115.4% | +116.1% | -0.7% | +79.1% |
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