-22.8%
TYL vs CPB
-31.8%
+9.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +3.5% | +3.3% | +0.3% | +2.9% |
| 30D | +26.9% | +19.0% | +7.9% | +23.1% |
| 3M | +33.8% | +0.4% | +33.4% | +33.3% |
| 6M | +28.8% | +13.0% | +15.9% | +26.3% |
| YTD | -7.9% | -12.7% | +4.9% | -7.4% |
| 1Y | -9.8% | -20.9% | +11.1% | -8.6% |
| 3Y | +1.2% | -35.4% | +36.6% | +3.5% |
| 5Y | -22.8% | -32.3% | +9.5% | -15.6% |
| All | -22.8% | -31.8% | +9.0% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling