+1,929.4%
CLS vs TYL
+185.3%
+1,744.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +8.3% |
| 7D | +2.8% | +0.5% | +2.2% | +2.5% |
| 30D | -30.1% | +25.2% | -55.3% | -35.1% |
| 3M | -21.7% | +31.8% | -53.5% | -29.3% |
| 6M | -36.2% | +36.3% | -72.5% | -44.0% |
| YTD | -17.8% | -6.3% | -11.6% | -18.2% |
| 1Y | -26.8% | -9.5% | -17.3% | -26.3% |
| 3Y | +853.4% | +1.6% | +851.7% | +786.2% |
| 5Y | +2,005.0% | -21.8% | +2,026.8% | +2,021.4% |
| 10Y | +1,929.4% | +183.3% | +1,746.1% | +1,177.5% |
| All | +1,929.4% | +185.3% | +1,744.1% | +1,177.5% |
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