+14,692.5%
TYL vs CPB
+366.5%
+14,326.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +15.1% | +11.6% | +3.5% | +12.3% |
| 30D | +30.1% | +23.3% | +6.7% | +24.1% |
| 3M | +40.4% | +1.6% | +38.7% | +39.6% |
| 6M | +31.3% | +13.9% | +17.3% | +27.3% |
| YTD | -5.2% | -11.7% | +6.5% | -3.1% |
| 1Y | -6.6% | -18.2% | +11.6% | -3.0% |
| 3Y | +3.4% | -35.2% | +38.6% | +11.3% |
| 5Y | -19.3% | -30.5% | +11.3% | -15.6% |
| 10Y | +178.1% | -37.1% | +215.3% | +187.7% |
| All | +14,692.5% | +366.5% | +14,326.0% | +11,060.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling