+83.5%
CLF vs TYL
+169.5%
-86.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.6% |
| 7D | -9.1% | +4.3% | -13.4% | -10.9% |
| 30D | -0.9% | +28.0% | -28.9% | -11.3% |
| 3M | +3.0% | +32.3% | -29.4% | -10.0% |
| 6M | +16.7% | +29.9% | -13.2% | +1.1% |
| YTD | -3.2% | -7.1% | +4.0% | -3.7% |
| 1Y | +24.6% | -9.2% | +33.8% | +25.0% |
| 3Y | -22.3% | +0.7% | -23.0% | -28.7% |
| 5Y | -41.2% | -21.1% | -20.1% | -40.7% |
| 10Y | +83.5% | +180.8% | -97.3% | -23.0% |
| All | +83.5% | +169.5% | -86.0% | -23.0% |
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