+2,093.5%
CLS vs TYL
+4,073.3%
-1,979.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +1.7% | -14.7% | -13.3% |
| 7D | -27.3% | +15.1% | -42.4% | -29.4% |
| 30D | -47.0% | +30.1% | -77.1% | -50.0% |
| 3M | -43.3% | +40.4% | -83.7% | -47.6% |
| 6M | -50.8% | +31.3% | -82.0% | -54.3% |
| YTD | -30.4% | -5.2% | -25.2% | -31.8% |
| 1Y | -41.7% | -6.6% | -35.1% | -42.7% |
| 3Y | +701.4% | +3.4% | +698.0% | +664.8% |
| 5Y | +1,767.8% | -19.3% | +1,787.0% | +1,755.0% |
| 10Y | +1,636.8% | +178.1% | +1,458.7% | +1,267.0% |
| All | +2,093.5% | +4,073.3% | -1,979.8% | +1,213.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling