-25.3%
CRCL vs TYL
-26.9%
+1.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | -8.4% | +0.8% | -9.2% | -8.5% |
| 30D | -21.8% | +21.1% | -42.9% | -25.7% |
| 3M | -17.5% | +28.9% | -46.4% | -22.6% |
| 6M | -50.9% | +42.0% | -92.9% | -55.4% |
| YTD | -21.6% | -6.6% | -15.0% | -21.5% |
| 1Y | -24.5% | -9.1% | -15.4% | -24.2% |
| All | -25.3% | -26.9% | +1.6% | -23.9% |
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