-62.8%
CSGP vs TYL
-8.1%
-54.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -0.4% |
| 7D | -4.1% | -3.7% | -0.4% | -2.3% |
| 30D | +2.3% | +18.7% | -16.4% | -6.1% |
| 3M | -8.2% | +18.1% | -26.3% | -15.7% |
| 6M | -35.1% | -1.1% | -33.9% | -35.7% |
| YTD | -54.0% | -19.8% | -34.2% | -50.4% |
| 1Y | -65.3% | -34.3% | -31.0% | -59.4% |
| All | -62.8% | -8.1% | -54.7% | -61.4% |
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