-26.5%
TYL vs CAI
-5.3%
-21.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | +3.5% | -20.3% | +23.9% | +4.6% |
| 30D | +26.9% | -13.9% | +40.8% | +27.1% |
| 3M | +33.8% | +12.4% | +21.4% | +30.4% |
| 6M | +28.8% | +58.3% | -29.5% | +21.1% |
| YTD | -7.9% | -5.2% | -2.7% | -9.5% |
| 1Y | -9.8% | -0.2% | -9.6% | -11.5% |
| All | -26.5% | -5.3% | -21.2% | -27.2% |
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