+5,062.8%
CRM vs TYL
+4,718.9%
+343.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.0% | +0.8% | +1.1% | +1.5% |
| 30D | -7.7% | +21.1% | -28.8% | -17.9% |
| 3M | +8.4% | +28.9% | -20.5% | -6.8% |
| 6M | +31.9% | +42.0% | -10.1% | +7.2% |
| YTD | -17.2% | -6.6% | -10.6% | -15.5% |
| 1Y | -8.6% | -9.1% | +0.4% | -5.3% |
| 3Y | +3.1% | +1.8% | +1.3% | -2.2% |
| 5Y | -27.6% | -22.9% | -4.7% | -20.3% |
| 10Y | +197.6% | +182.3% | +15.3% | +59.0% |
| All | +5,062.8% | +4,718.9% | +343.9% | +605.6% |
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 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