+1,751.5%
CLS vs TYL
+174.6%
+1,576.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.6% | +8.4% | +8.0% |
| 7D | -10.6% | +3.5% | -14.1% | -11.6% |
| 30D | -38.4% | +26.9% | -65.3% | -43.2% |
| 3M | -29.9% | +33.8% | -63.7% | -37.1% |
| 6M | -40.6% | +28.8% | -69.5% | -46.9% |
| YTD | -24.6% | -7.9% | -16.7% | -24.6% |
| 1Y | -30.8% | -9.8% | -21.0% | -30.4% |
| 3Y | +811.7% | +1.2% | +810.6% | +746.5% |
| 5Y | +1,838.4% | -22.8% | +1,861.2% | +1,858.9% |
| 10Y | +1,751.5% | +168.8% | +1,582.7% | +1,097.4% |
| All | +1,751.5% | +174.6% | +1,576.9% | +1,097.4% |
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