-26.0%
TYL vs CAI
-6.6%
-19.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -2.1% |
| 7D | +6.7% | -26.5% | +33.2% | +8.2% |
| 30D | +26.5% | -6.9% | +33.4% | +26.0% |
| 3M | +37.3% | +26.1% | +11.1% | +32.3% |
| 6M | +31.2% | +31.9% | -0.7% | +25.3% |
| YTD | -7.4% | -6.5% | -0.9% | -8.9% |
| 1Y | -9.6% | +2.5% | -12.1% | -11.5% |
| All | -26.0% | -6.6% | -19.5% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling