-4.7%
CLX vs TYL
+116.1%
-120.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.7% |
| 7D | -9.2% | -3.7% | -5.6% | -8.8% |
| 30D | -11.0% | +18.7% | -29.8% | -13.2% |
| 3M | +5.0% | +18.1% | -13.1% | +2.5% |
| 6M | -18.8% | -1.1% | -17.7% | -19.1% |
| YTD | -4.4% | -19.8% | +15.4% | -2.2% |
| 1Y | -21.9% | -34.3% | +12.5% | -17.7% |
| 3Y | -32.8% | -8.2% | -24.5% | -33.0% |
| 5Y | -34.6% | -25.4% | -9.1% | -34.3% |
| All | -4.7% | +116.1% | -120.8% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling