+28.7%
CLX vs TYL
+185.3%
-156.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +7.8% | +0.5% | +7.2% | +7.7% |
| 30D | +28.5% | +25.2% | +3.4% | +24.5% |
| 3M | +1.3% | +31.8% | -30.4% | -2.6% |
| 6M | +23.4% | +36.3% | -12.9% | +17.7% |
| YTD | +11.4% | -6.3% | +17.6% | +11.3% |
| 1Y | +6.9% | -9.5% | +16.4% | +7.3% |
| 3Y | -9.8% | +1.6% | -11.4% | -11.4% |
| 5Y | -22.7% | -21.8% | -0.9% | -22.7% |
| 10Y | +28.7% | +183.3% | -154.5% | +7.1% |
| All | +28.7% | +185.3% | -156.5% | +7.1% |
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 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