+1,327.0%
CRS vs TYL
+106.7%
+1,220.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.5% | +0.9% | -1.9% |
| 7D | -3.1% | -7.6% | +4.5% | -0.3% |
| 30D | -19.6% | +11.3% | -30.9% | -23.0% |
| 3M | -8.1% | +14.5% | -22.6% | -14.2% |
| 6M | +18.6% | -7.1% | +25.7% | +18.9% |
| YTD | +45.9% | -23.4% | +69.2% | +57.1% |
| 1Y | +82.5% | -38.6% | +121.0% | +117.4% |
| 3Y | +648.9% | -11.3% | +660.2% | +631.5% |
| 5Y | +1,438.1% | -28.0% | +1,466.1% | +1,499.0% |
| 10Y | +1,327.0% | +104.9% | +1,222.1% | +922.3% |
| All | +1,327.0% | +106.7% | +1,220.3% | +922.3% |
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