+1,914.6%
CLS vs TYL
+183.6%
+1,731.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +16.3% | +0.8% | +15.5% | +16.0% |
| 30D | -25.7% | +21.1% | -46.8% | -30.3% |
| 3M | -30.9% | +28.9% | -59.8% | -37.1% |
| 6M | -35.5% | +42.0% | -77.5% | -44.2% |
| YTD | -18.7% | -6.6% | -12.1% | -19.0% |
| 1Y | -17.9% | -9.1% | -8.8% | -17.5% |
| 3Y | +838.1% | +1.8% | +836.3% | +770.5% |
| 5Y | +1,971.9% | -22.9% | +1,994.8% | +2,000.5% |
| All | +1,914.6% | +183.6% | +1,731.0% | +1,153.7% |
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