-4.7%
CRM vs TYL
-29.1%
+24.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.0% |
| 7D | -5.0% | -8.6% | +3.6% | +0.9% |
| 30D | +23.6% | +7.5% | +16.1% | +18.5% |
| 3M | +39.6% | +10.9% | +28.7% | +30.7% |
| 6M | +23.4% | -6.7% | +30.2% | +29.2% |
| YTD | -7.4% | -24.5% | +17.1% | +10.1% |
| 1Y | -2.3% | -38.6% | +36.3% | +32.7% |
| 3Y | +10.5% | -12.6% | +23.1% | +12.2% |
| 5Y | -4.7% | -28.2% | +23.5% | +11.2% |
| All | -4.7% | -29.1% | +24.4% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling