+37.9%
CMS vs TYL
+1.8%
+36.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | +0.5% | +4.3% | -3.8% | +0.2% |
| 30D | +7.4% | +28.0% | -20.5% | +5.9% |
| 3M | +1.9% | +32.3% | -30.5% | +0.1% |
| 6M | -2.3% | +29.9% | -32.2% | -4.0% |
| YTD | +3.0% | -7.1% | +10.1% | +3.9% |
| 1Y | -2.8% | -9.2% | +6.4% | -1.7% |
| 3Y | +37.9% | +0.7% | +37.2% | +36.7% |
| All | +37.9% | +1.8% | +36.1% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling