+121.7%
CMS vs TYL
+168.7%
-47.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.8% |
| 7D | -1.3% | +6.7% | -8.0% | -2.3% |
| 30D | +6.3% | +26.5% | -20.2% | +2.4% |
| 3M | -2.1% | +37.3% | -39.3% | -7.1% |
| 6M | -5.1% | +31.2% | -36.2% | -9.7% |
| YTD | +1.3% | -7.4% | +8.6% | +1.7% |
| 1Y | -1.4% | -9.6% | +8.2% | -0.6% |
| 3Y | +36.9% | +1.9% | +35.0% | +32.8% |
| 5Y | +32.5% | -21.1% | +53.6% | +32.6% |
| All | +121.7% | +168.7% | -47.0% | +79.3% |
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 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