+905.1%
CRS vs TYL
+174.6%
+730.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.6% | +10.3% | +9.9% |
| 7D | +4.9% | +3.5% | +1.4% | +3.6% |
| 30D | -20.8% | +26.9% | -47.7% | -27.5% |
| 3M | -46.4% | +33.8% | -80.3% | -52.3% |
| 6M | -28.6% | +28.8% | -57.4% | -36.6% |
| YTD | -2.8% | -7.9% | +5.1% | -2.8% |
| 1Y | -6.7% | -9.8% | +3.0% | -5.9% |
| 3Y | +368.0% | +1.2% | +366.8% | +337.4% |
| 5Y | +852.9% | -22.8% | +875.7% | +876.8% |
| 10Y | +905.1% | +168.8% | +736.3% | +492.3% |
| All | +905.1% | +174.6% | +730.5% | +492.3% |
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