+1,628.1%
CLS vs TYL
+168.7%
+1,459.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.1% |
| 7D | -22.2% | +6.7% | -28.8% | -23.7% |
| 30D | -44.4% | +26.5% | -70.9% | -48.6% |
| 3M | -34.3% | +37.3% | -71.6% | -41.5% |
| 6M | -50.1% | +31.2% | -81.2% | -55.7% |
| YTD | -30.1% | -7.4% | -22.7% | -30.2% |
| 1Y | -39.3% | -9.6% | -29.8% | -39.0% |
| 3Y | +732.7% | +1.9% | +730.8% | +671.7% |
| 5Y | +1,777.2% | -21.1% | +1,798.3% | +1,780.9% |
| All | +1,628.1% | +168.7% | +1,459.4% | +1,019.1% |
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