-31.2%
CCL vs TYL
+168.7%
-199.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +1.0% |
| 7D | +2.6% | +6.7% | -4.1% | -0.5% |
| 30D | +13.1% | +26.5% | -13.4% | +0.8% |
| 3M | +3.3% | +37.3% | -34.0% | -12.6% |
| 6M | +8.7% | +31.2% | -22.4% | -7.6% |
| YTD | -1.6% | -7.4% | +5.8% | -1.9% |
| 1Y | +14.0% | -9.6% | +23.5% | +15.4% |
| 3Y | +145.1% | +1.9% | +143.2% | +123.3% |
| 5Y | +21.2% | -21.1% | +42.4% | +22.4% |
| All | -31.2% | +168.7% | -199.8% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling