+104.0%
TYL vs CNI
+129.7%
-25.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.2% |
| 7D | -8.6% | +0.9% | -9.5% | -8.9% |
| 30D | +7.5% | -2.1% | +9.7% | +8.4% |
| 3M | +10.9% | +1.8% | +9.1% | +10.1% |
| 6M | -6.7% | +14.8% | -21.5% | -12.5% |
| YTD | -24.5% | +25.4% | -49.9% | -32.1% |
| 1Y | -38.6% | +32.9% | -71.6% | -46.3% |
| 3Y | -12.6% | +20.2% | -32.8% | -21.6% |
| 5Y | -28.2% | +12.2% | -40.4% | -33.6% |
| 10Y | +104.0% | +136.0% | -32.0% | +43.9% |
| All | +104.0% | +129.7% | -25.7% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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