+4,577.2%
CNC vs TYL
+9,330.8%
-4,753.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.3% |
| 7D | +3.5% | -3.7% | +7.2% | +4.6% |
| 30D | +0.1% | +18.7% | -18.7% | -4.7% |
| 3M | +6.9% | +18.1% | -11.2% | +1.2% |
| 6M | +49.0% | -1.1% | +50.1% | +48.0% |
| YTD | +62.9% | -19.8% | +82.7% | +70.1% |
| 1Y | +134.0% | -34.3% | +168.3% | +157.2% |
| 3Y | +9.4% | -8.2% | +17.6% | +7.4% |
| 5Y | +4.1% | -25.4% | +29.6% | +5.2% |
| 10Y | +95.4% | +115.6% | -20.2% | +40.3% |
| All | +4,577.2% | +9,330.8% | -4,753.6% | +1,200.6% |
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