+480.3%
CMS vs TYL
+14,656.9%
-14,176.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | +1.1% |
| 7D | +4.1% | +17.3% | -13.2% | +3.1% |
| 30D | +10.9% | +28.9% | -18.0% | +9.2% |
| 3M | -0.2% | +35.1% | -35.3% | -2.1% |
| 6M | -4.7% | +29.3% | -34.1% | -6.4% |
| YTD | +3.9% | -6.8% | +10.7% | +3.8% |
| 1Y | +0.4% | -9.9% | +10.3% | +0.4% |
| 3Y | +38.8% | +1.7% | +37.1% | +37.5% |
| 5Y | +37.1% | -21.6% | +58.7% | +37.0% |
| 10Y | +132.7% | +173.5% | -40.8% | +116.5% |
| All | +480.3% | +14,656.9% | -14,176.6% | +334.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling