+40.7%
CL vs TYL
+5.0%
+35.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | +5.9% | +15.1% | -9.2% | +4.2% |
| 30D | +13.8% | +30.1% | -16.3% | +10.5% |
| 3M | +6.4% | +40.4% | -34.0% | +2.5% |
| 6M | +15.6% | +31.3% | -15.7% | +11.8% |
| YTD | +27.9% | -5.2% | +33.1% | +28.5% |
| 1Y | +31.4% | -6.6% | +38.0% | +32.4% |
| All | +40.7% | +5.0% | +35.7% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling