+250.7%
CP vs TYL
+169.5%
+81.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +2.8% | +4.3% | -1.5% | +1.7% |
| 30D | +11.0% | +28.0% | -16.9% | +4.2% |
| 3M | +3.8% | +32.3% | -28.5% | -3.7% |
| 6M | +9.5% | +29.9% | -20.4% | +1.3% |
| YTD | +28.2% | -7.1% | +35.3% | +28.7% |
| 1Y | +33.0% | -9.2% | +42.2% | +34.4% |
| 3Y | +35.5% | +0.7% | +34.8% | +29.8% |
| 5Y | +25.8% | -21.1% | +46.8% | +27.0% |
| 10Y | +250.7% | +180.8% | +69.9% | +139.7% |
| All | +250.7% | +169.5% | +81.2% | +139.7% |
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 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