-22.8%
TYL vs CNI
+6.5%
-29.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.6% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +26.9% | +8.0% | +18.9% | +22.9% |
| 3M | +33.8% | +1.0% | +32.8% | +33.1% |
| 6M | +28.8% | +15.2% | +13.7% | +21.2% |
| YTD | -7.9% | +30.9% | -38.8% | -19.6% |
| 1Y | -9.8% | +36.2% | -45.9% | -23.0% |
| 3Y | +1.2% | +22.6% | -21.4% | -11.8% |
| 5Y | -22.8% | +6.4% | -29.2% | -27.8% |
| All | -22.8% | +6.5% | -29.4% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling