+18.8%
CLX vs TYL
+174.9%
-156.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.3% |
| 7D | +12.4% | +15.1% | -2.7% | +10.2% |
| 30D | +21.1% | +30.1% | -9.0% | +16.6% |
| 3M | -3.3% | +40.4% | -43.7% | -7.9% |
| 6M | +18.8% | +31.3% | -12.5% | +13.9% |
| YTD | +3.9% | -5.2% | +9.1% | +3.6% |
| 1Y | -3.8% | -6.6% | +2.8% | -3.9% |
| 3Y | -10.5% | +3.4% | -13.9% | -12.4% |
| 5Y | -26.7% | -19.3% | -7.4% | -27.1% |
| All | +18.8% | +174.9% | -156.1% | -0.9% |
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