-34.0%
CCL vs TYL
+183.6%
-217.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.2% | +0.8% | -2.0% | -1.6% |
| 30D | +13.1% | +21.1% | -8.0% | +2.9% |
| 3M | +3.4% | +28.9% | -25.5% | -9.8% |
| 6M | +18.7% | +42.0% | -23.3% | -3.1% |
| YTD | -2.3% | -6.6% | +4.3% | -2.9% |
| 1Y | +14.2% | -9.1% | +23.3% | +15.4% |
| 3Y | +133.6% | +1.8% | +131.7% | +112.8% |
| 5Y | +33.5% | -22.9% | +56.4% | +36.3% |
| All | -34.0% | +183.6% | -217.6% | -61.4% |
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