+1,767.8%
CLS vs TYL
-20.5%
+1,788.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +1.7% | -14.7% | -13.3% |
| 7D | -27.3% | +15.1% | -42.4% | -29.3% |
| 30D | -47.0% | +30.1% | -77.1% | -50.1% |
| 3M | -43.3% | +40.4% | -83.7% | -48.1% |
| 6M | -50.8% | +31.3% | -82.0% | -54.6% |
| YTD | -30.4% | -5.2% | -25.2% | -28.7% |
| 1Y | -41.7% | -6.6% | -35.1% | -40.1% |
| 3Y | +701.4% | +3.4% | +698.0% | +660.4% |
| 5Y | +1,767.8% | -19.3% | +1,787.0% | +1,746.1% |
| All | +1,767.8% | -20.5% | +1,788.3% | +1,746.1% |
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