+6,442.4%
CRH vs TYL
+12,593.6%
-6,151.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +2.7% |
| 7D | -1.7% | -3.7% | +2.0% | -1.4% |
| 30D | -5.4% | +18.7% | -24.1% | -6.8% |
| 3M | -11.2% | +18.1% | -29.3% | -12.6% |
| 6M | -15.8% | -1.1% | -14.7% | -16.1% |
| YTD | -23.6% | -19.8% | -3.8% | -22.7% |
| 1Y | -14.6% | -34.3% | +19.7% | -12.2% |
| 3Y | +74.3% | -8.2% | +82.5% | +74.1% |
| 5Y | +103.7% | -25.4% | +129.1% | +105.9% |
| 10Y | +261.4% | +115.6% | +145.9% | +239.1% |
| All | +6,442.4% | +12,593.6% | -6,151.3% | +5,505.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling