+93.2%
CNC vs TYL
+105.8%
-12.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.5% | +0.8% | -2.5% |
| 7D | -1.0% | -7.6% | +6.6% | +1.0% |
| 30D | -1.8% | +11.3% | -13.1% | -4.6% |
| 3M | -0.7% | +14.5% | -15.2% | -4.8% |
| 6M | +47.9% | -7.1% | +55.1% | +49.7% |
| YTD | +56.9% | -23.4% | +80.3% | +65.9% |
| 1Y | +123.9% | -38.6% | +162.5% | +150.8% |
| 3Y | -1.3% | -11.3% | +10.0% | -2.5% |
| 5Y | +2.8% | -28.0% | +30.7% | +5.7% |
| All | +93.2% | +105.8% | -12.6% | +26.8% |
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