+126.4%
CLF vs TYL
+116.1%
+10.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +3.5% |
| 7D | +7.6% | -3.7% | +11.3% | +9.2% |
| 30D | -1.2% | +18.7% | -19.9% | -8.8% |
| 3M | -13.4% | +18.1% | -31.5% | -20.7% |
| 6M | +15.4% | -1.1% | +16.5% | +13.2% |
| YTD | -5.9% | -19.8% | +13.9% | +0.7% |
| 1Y | +18.8% | -34.3% | +53.1% | +39.8% |
| 3Y | -19.4% | -8.2% | -11.2% | -23.1% |
| 5Y | -47.7% | -25.4% | -22.3% | -45.9% |
| All | +126.4% | +116.1% | +10.3% | +18.1% |
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 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