-6.5%
CRS vs TYL
-8.8%
+2.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.6% | +10.3% | +9.6% |
| 7D | +4.9% | +3.5% | +1.4% | +6.1% |
| 30D | -20.8% | +26.9% | -47.7% | -15.1% |
| 3M | -46.4% | +33.8% | -80.3% | -41.5% |
| 6M | -28.6% | +28.8% | -57.4% | -21.6% |
| YTD | -2.8% | -7.9% | +5.1% | +5.0% |
| All | -6.5% | -8.8% | +2.3% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling