+99.7%
CLF vs TYL
+168.7%
-69.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.6% |
| 7D | -19.6% | +6.7% | -26.2% | -21.9% |
| 30D | -5.0% | +26.5% | -31.5% | -14.6% |
| 3M | -6.3% | +37.3% | -43.6% | -19.3% |
| 6M | +2.8% | +31.2% | -28.4% | -11.5% |
| YTD | -13.7% | -7.4% | -6.3% | -14.1% |
| 1Y | +13.6% | -9.6% | +23.1% | +14.1% |
| 3Y | -34.0% | +1.9% | -35.9% | -39.8% |
| 5Y | -48.7% | -21.1% | -27.6% | -48.3% |
| All | +99.7% | +168.7% | -69.0% | -14.4% |
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