-7.8%
CLX vs TYL
+1.3%
-9.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | +9.5% | +0.8% | +8.7% | +9.4% |
| 30D | +30.7% | +21.1% | +9.6% | +27.1% |
| 3M | +4.2% | +28.9% | -24.7% | +0.5% |
| 6M | +22.1% | +42.0% | -19.9% | +16.1% |
| YTD | +14.1% | -6.6% | +20.7% | +14.6% |
| 1Y | +10.3% | -9.1% | +19.4% | +11.3% |
| 3Y | -7.8% | +1.8% | -9.6% | -9.2% |
| All | -7.8% | +1.3% | -9.1% | -9.2% |
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