+6,189.1%
CRH vs TYL
+12,028.4%
-5,839.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.5% | +0.6% | -3.5% |
| 7D | -0.6% | -7.6% | +7.0% | 0.0% |
| 30D | -9.5% | +11.3% | -20.8% | -10.3% |
| 3M | -10.4% | +14.5% | -24.9% | -11.6% |
| 6M | -14.2% | -7.1% | -7.0% | -14.0% |
| YTD | -26.6% | -23.4% | -3.2% | -25.4% |
| 1Y | -18.2% | -38.6% | +20.3% | -15.4% |
| 3Y | +74.9% | -11.3% | +86.2% | +75.3% |
| 5Y | +101.7% | -28.0% | +129.7% | +104.5% |
| 10Y | +249.4% | +104.9% | +144.6% | +229.3% |
| All | +6,189.1% | +12,028.4% | -5,839.4% | +5,309.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling