+1,444.5%
CRS vs TYL
-25.2%
+1,469.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.7% |
| 7D | -0.2% | -3.7% | +3.4% | +0.7% |
| 30D | -16.6% | +18.7% | -35.4% | -20.7% |
| 3M | -3.5% | +18.1% | -21.6% | -9.0% |
| 6M | +15.4% | -1.1% | +16.6% | +14.4% |
| YTD | +51.2% | -19.8% | +71.0% | +61.9% |
| 1Y | +98.3% | -34.3% | +132.6% | +131.8% |
| 3Y | +651.5% | -8.2% | +659.8% | +636.3% |
| All | +1,444.5% | -25.2% | +1,469.7% | +1,427.6% |
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 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