-64.8%
CSGP vs TYL
-25.2%
-39.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -0.2% |
| 7D | -4.1% | -3.7% | -0.4% | -2.0% |
| 30D | +2.3% | +18.7% | -16.4% | -7.1% |
| 3M | -8.2% | +18.1% | -26.3% | -16.6% |
| 6M | -35.1% | -1.1% | -33.9% | -35.3% |
| YTD | -54.0% | -19.8% | -34.2% | -48.9% |
| 1Y | -65.3% | -34.3% | -31.0% | -57.1% |
| 3Y | -62.6% | -8.2% | -54.3% | -63.1% |
| All | -64.8% | -25.2% | -39.6% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling