-22.9%
CLX vs TYL
-21.6%
-1.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +13.6% | +4.3% | +9.3% | +13.0% |
| 30D | +29.1% | +28.0% | +1.1% | +25.2% |
| 3M | +1.6% | +32.3% | -30.7% | -1.9% |
| 6M | +18.7% | +29.9% | -11.2% | +14.6% |
| YTD | +11.1% | -7.1% | +18.2% | +11.1% |
| 1Y | +7.0% | -9.2% | +16.2% | +7.3% |
| 3Y | -10.0% | +0.7% | -10.7% | -10.9% |
| All | -22.9% | -21.6% | -1.3% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling