-28.0%
TYL vs CAKE
+168.2%
-196.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.1% | -4.4% |
| 7D | -7.6% | -1.1% | -6.5% | -7.4% |
| 30D | +11.3% | +0.4% | +10.9% | +10.9% |
| 3M | +14.5% | +59.9% | -45.4% | +1.5% |
| 6M | -7.1% | +75.1% | -82.2% | -19.8% |
| YTD | -23.4% | +115.0% | -138.4% | -37.3% |
| 1Y | -38.6% | +81.6% | -120.2% | -47.7% |
| 3Y | -11.3% | +279.1% | -290.4% | -40.6% |
| 5Y | -28.0% | +170.6% | -198.6% | -51.1% |
| All | -28.0% | +168.2% | -196.2% | -51.1% |
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