-9.2%
TYL vs CAI
-5.1%
-4.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | -1.6% | -8.0% | +6.4% | -1.2% |
| 30D | +22.1% | -18.9% | +41.0% | +22.5% |
| 3M | +33.4% | +7.6% | +25.7% | +29.4% |
| 6M | +36.8% | +43.0% | -6.2% | +28.3% |
| YTD | -6.7% | -11.2% | +4.5% | -5.8% |
| 1Y | -9.2% | -3.3% | -6.0% | -8.9% |
| All | -9.2% | -5.1% | -4.1% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling