-35.0%
CLS vs TYL
-8.1%
-27.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.8% |
| 7D | -13.9% | +4.3% | -18.2% | -12.2% |
| 30D | -38.2% | +28.0% | -66.1% | -32.3% |
| 3M | -28.8% | +32.3% | -61.2% | -21.0% |
| 6M | -40.4% | +29.9% | -70.3% | -33.1% |
| YTD | -24.3% | -7.1% | -17.1% | -23.0% |
| 1Y | -35.0% | -9.2% | -25.8% | -35.0% |
| All | -35.0% | -8.1% | -27.0% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling