+1,980.9%
CLS vs TYL
-23.0%
+2,003.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +16.3% | +0.8% | +15.5% | +16.1% |
| 30D | -25.7% | +21.1% | -46.8% | -28.9% |
| 3M | -30.9% | +28.9% | -59.8% | -35.3% |
| 6M | -35.5% | +42.0% | -77.5% | -42.1% |
| YTD | -18.7% | -6.6% | -12.1% | -16.4% |
| 1Y | -17.9% | -9.1% | -8.8% | -14.9% |
| 3Y | +838.1% | +1.8% | +836.3% | +792.5% |
| All | +1,980.9% | -23.0% | +2,003.9% | +1,970.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling