+5,435.1%
CL vs TYL
+14,906.9%
-9,471.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +5.9% | +15.1% | -9.2% | +5.0% |
| 30D | +13.8% | +30.1% | -16.3% | +11.9% |
| 3M | +6.4% | +40.4% | -34.0% | +4.1% |
| 6M | +15.6% | +31.3% | -15.7% | +13.5% |
| YTD | +27.9% | -5.2% | +33.1% | +27.7% |
| 1Y | +31.4% | -6.6% | +38.0% | +31.3% |
| 3Y | +41.4% | +3.4% | +38.0% | +40.0% |
| 5Y | +42.8% | -19.3% | +62.1% | +42.5% |
| 10Y | +79.7% | +178.1% | -98.5% | +66.4% |
| All | +5,435.1% | +14,906.9% | -9,471.8% | +3,772.1% |
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