+4.3%
TYL vs CPB
-35.1%
+39.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +15.1% | +11.6% | +3.5% | +12.2% |
| 30D | +30.1% | +23.3% | +6.7% | +24.0% |
| 3M | +40.4% | +1.6% | +38.7% | +39.1% |
| 6M | +31.3% | +13.9% | +17.3% | +27.5% |
| YTD | -5.2% | -11.7% | +6.5% | -4.9% |
| 1Y | -6.6% | -18.2% | +11.6% | -5.4% |
| All | +4.3% | -35.1% | +39.4% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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