+49.3%
CL vs TYL
+116.1%
-66.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | -0.8% |
| 7D | -2.2% | -3.7% | +1.5% | -1.6% |
| 30D | -4.8% | +18.7% | -23.6% | -7.5% |
| 3M | +4.9% | +18.1% | -13.2% | +1.9% |
| 6M | -5.7% | -1.1% | -4.6% | -6.1% |
| YTD | +14.4% | -19.8% | +34.2% | +17.6% |
| 1Y | +8.7% | -34.3% | +43.1% | +15.7% |
| 3Y | +30.0% | -8.2% | +38.2% | +28.7% |
| 5Y | +28.4% | -25.4% | +53.8% | +29.9% |
| All | +49.3% | +116.1% | -66.8% | +21.7% |
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