+5,439.0%
CL vs TYL
+14,656.9%
-9,217.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.7% | -1.4% | +3.0% |
| 7D | +7.7% | +17.3% | -9.6% | +6.6% |
| 30D | +15.2% | +28.9% | -13.7% | +13.4% |
| 3M | +7.3% | +35.1% | -27.7% | +5.3% |
| 6M | +17.0% | +29.3% | -12.3% | +15.0% |
| YTD | +28.0% | -6.8% | +34.8% | +27.9% |
| 1Y | +32.1% | -9.9% | +42.0% | +32.3% |
| 3Y | +41.5% | +1.7% | +39.8% | +40.3% |
| 5Y | +43.9% | -21.6% | +65.5% | +43.9% |
| 10Y | +79.8% | +173.5% | -93.7% | +66.7% |
| All | +5,439.0% | +14,656.9% | -9,217.9% | +3,778.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling