-12.9%
CLX vs TYL
+5.0%
-17.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +16.7% |
| 3M | -3.3% | +40.4% | -43.7% | -7.7% |
| 6M | +18.8% | +31.3% | -12.5% | +13.8% |
| YTD | +3.9% | -5.2% | +9.1% | +4.1% |
| 1Y | -3.8% | -6.6% | +2.8% | -3.4% |
| All | -12.9% | +5.0% | -17.9% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling