+2,755.1%
CLS vs TYL
+116.1%
+2,639.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +2.1% |
| 7D | +4.6% | -3.7% | +8.3% | +5.8% |
| 30D | -13.9% | +18.7% | -32.6% | -18.9% |
| 3M | -26.6% | +18.1% | -44.7% | -31.7% |
| 6M | +15.4% | -1.1% | +16.5% | +13.2% |
| YTD | +5.7% | -19.8% | +25.5% | +11.6% |
| 1Y | +41.1% | -34.3% | +75.4% | +60.9% |
| 3Y | +1,228.6% | -8.2% | +1,236.8% | +1,177.5% |
| 5Y | +3,240.6% | -25.4% | +3,266.1% | +3,303.8% |
| All | +2,755.1% | +116.1% | +2,639.0% | +1,885.1% |
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