+1.9%
TYL vs CPB
-35.2%
+37.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | +6.7% | +8.0% | -1.3% | +4.7% |
| 30D | +26.5% | +22.4% | +4.2% | +20.8% |
| 3M | +37.3% | +3.8% | +33.5% | +35.5% |
| 6M | +31.2% | +13.7% | +17.5% | +27.5% |
| YTD | -7.4% | -11.7% | +4.3% | -7.0% |
| 1Y | -9.6% | -18.1% | +8.6% | -8.4% |
| 3Y | +1.9% | -34.7% | +36.6% | +6.9% |
| All | +1.9% | -35.2% | +37.1% | +6.9% |
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