-1.2%
CLX vs TYL
-9.6%
+8.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +0.5% |
| 7D | +13.6% | +6.7% | +6.9% | +12.7% |
| 30D | +23.4% | +26.5% | -3.2% | +20.3% |
| 3M | -2.8% | +37.3% | -40.1% | -5.7% |
| 6M | +14.0% | +31.2% | -17.2% | +10.3% |
| YTD | +4.2% | -7.4% | +11.5% | +2.9% |
| 1Y | -1.2% | -9.6% | +8.4% | -1.7% |
| All | -1.2% | -9.6% | +8.4% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling