-23.0%
TYL vs CAKE
+170.5%
-193.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.3% |
| 7D | -1.6% | -3.8% | +2.2% | -0.7% |
| 30D | +22.1% | -5.2% | +27.3% | +23.6% |
| 3M | +33.4% | -9.2% | +42.6% | +35.8% |
| 6M | +36.8% | +76.6% | -39.8% | +17.1% |
| YTD | -6.7% | +113.6% | -120.3% | -24.3% |
| 1Y | -9.2% | +134.3% | -143.6% | -28.2% |
| 3Y | +1.2% | +271.2% | -270.0% | -33.3% |
| 5Y | -23.0% | +170.3% | -193.3% | -47.1% |
| All | -23.0% | +170.5% | -193.5% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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