-49.6%
CLF vs TYL
-20.5%
-29.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.7% | -13.9% | -12.7% |
| 7D | -21.0% | +15.1% | -36.1% | -24.6% |
| 30D | -8.0% | +30.1% | -38.1% | -16.1% |
| 3M | -10.9% | +40.4% | -51.3% | -21.5% |
| 6M | +5.8% | +31.3% | -25.5% | -5.9% |
| YTD | -15.1% | -5.2% | -9.9% | -14.6% |
| 1Y | +7.2% | -6.6% | +13.8% | +8.3% |
| 3Y | -34.2% | +3.4% | -37.6% | -39.2% |
| 5Y | -49.6% | -19.3% | -30.3% | -52.0% |
| All | -49.6% | -20.5% | -29.1% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling