-7.2%
TYL vs CPB
-40.0%
+32.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -3.3% |
| 7D | -3.7% | -8.6% | +4.9% | -2.0% |
| 30D | +18.7% | -7.2% | +26.0% | +20.5% |
| 3M | +18.1% | +0.9% | +17.2% | +18.1% |
| 6M | -1.1% | -11.8% | +10.7% | +0.5% |
| YTD | -19.8% | -19.4% | -0.4% | -17.7% |
| 1Y | -34.3% | -30.4% | -3.9% | -31.5% |
| All | -7.2% | -40.0% | +32.8% | -0.6% |
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