+1,225.8%
CLS vs TYL
-8.1%
+1,233.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.0% |
| 7D | +4.6% | -3.7% | +8.3% | +4.8% |
| 30D | -13.9% | +18.7% | -32.6% | -14.9% |
| 3M | -26.6% | +18.1% | -44.7% | -27.5% |
| 6M | +15.4% | -1.1% | +16.5% | +17.3% |
| YTD | +5.7% | -19.8% | +25.5% | +13.5% |
| 1Y | +41.1% | -34.3% | +75.4% | +61.6% |
| All | +1,225.8% | -8.1% | +1,233.9% | +1,196.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling