+232.4%
CRM vs TYL
+100.8%
+131.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.9% |
| 7D | -8.1% | -11.5% | +3.4% | -0.2% |
| 30D | +23.1% | +3.9% | +19.2% | +20.7% |
| 3M | +42.5% | +10.8% | +31.7% | +33.4% |
| 6M | +25.3% | -5.3% | +30.6% | +30.1% |
| YTD | -7.8% | -26.1% | +18.3% | +11.2% |
| 1Y | +1.0% | -38.5% | +39.6% | +36.9% |
| 3Y | +10.0% | -14.5% | +24.4% | +14.7% |
| 5Y | -3.9% | -28.9% | +25.0% | +12.5% |
| All | +232.4% | +100.8% | +131.7% | +108.4% |
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