-21.8%
CRH vs TYL
-39.1%
+17.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +1.0% |
| 7D | -6.1% | -7.5% | +1.5% | -5.7% |
| 30D | -9.3% | +6.0% | -15.3% | -9.6% |
| 3M | -15.2% | +13.9% | -29.1% | -15.7% |
| 6M | -14.2% | -3.3% | -10.9% | -14.1% |
| YTD | -28.3% | -25.8% | -2.4% | -27.8% |
| 1Y | -21.8% | -39.2% | +17.5% | -18.8% |
| All | -21.8% | -39.1% | +17.3% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling