-38.8%
TYL vs CAI
-8.1%
-30.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.4% |
| 7D | -7.6% | +0.2% | -7.8% | -7.6% |
| 30D | +11.3% | +9.1% | +2.2% | +10.2% |
| 3M | +14.5% | +53.8% | -39.3% | +9.6% |
| 6M | -7.1% | +33.5% | -40.7% | -10.3% |
| YTD | -23.4% | -8.0% | -15.4% | -23.5% |
| 1Y | -38.6% | -28.7% | -9.9% | -37.8% |
| All | -38.8% | -8.1% | -30.8% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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