+3,269.5%
CLS vs TYL
-25.2%
+3,294.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.8% |
| 7D | +4.6% | -3.7% | +8.3% | +5.6% |
| 30D | -13.9% | +18.7% | -32.6% | -18.0% |
| 3M | -26.6% | +18.1% | -44.7% | -30.7% |
| 6M | +15.4% | -1.1% | +16.5% | +14.4% |
| YTD | +5.7% | -19.8% | +25.5% | +12.9% |
| 1Y | +41.1% | -34.3% | +75.4% | +63.2% |
| 3Y | +1,228.6% | -8.2% | +1,236.8% | +1,178.6% |
| All | +3,269.5% | -25.2% | +3,294.6% | +3,122.1% |
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