-19.4%
CRCL vs TYL
-26.6%
+7.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.1% |
| 7D | -11.8% | +0.5% | -12.4% | -12.0% |
| 30D | -20.0% | +25.2% | -45.1% | -24.6% |
| 3M | -5.7% | +31.8% | -37.4% | -12.0% |
| 6M | -49.1% | +36.3% | -85.3% | -53.0% |
| YTD | -15.4% | -6.3% | -9.1% | -15.3% |
| 1Y | -31.7% | -9.5% | -22.3% | -31.5% |
| All | -19.4% | -26.6% | +7.3% | -17.9% |
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