+4,850.5%
CL vs TYL
+12,593.6%
-7,743.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | -1.2% |
| 7D | -2.2% | -3.7% | +1.5% | -2.0% |
| 30D | -4.8% | +18.7% | -23.6% | -5.9% |
| 3M | +4.9% | +18.1% | -13.2% | +3.7% |
| 6M | -5.7% | -1.1% | -4.6% | -5.8% |
| YTD | +14.4% | -19.8% | +34.2% | +15.4% |
| 1Y | +8.7% | -34.3% | +43.1% | +11.1% |
| 3Y | +30.0% | -8.2% | +38.2% | +29.7% |
| 5Y | +28.4% | -25.4% | +53.8% | +28.8% |
| 10Y | +50.1% | +115.6% | -65.5% | +41.1% |
| All | +4,850.5% | +12,593.6% | -7,743.2% | +3,400.7% |
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 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