-1.1%
TYL vs CPB
-14.9%
+13.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -2.5% |
| 7D | -3.7% | -8.6% | +4.9% | -0.2% |
| 30D | +18.7% | -7.2% | +26.0% | +22.1% |
| 3M | +18.1% | +0.9% | +17.2% | +17.3% |
| 6M | -1.1% | -11.8% | +10.7% | +0.4% |
| All | -1.1% | -14.9% | +13.8% | +0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling