+5,932.7%
CRS vs TYL
+14,564.8%
-8,632.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.1% |
| 7D | -1.7% | +6.7% | -8.3% | -2.5% |
| 30D | -28.8% | +26.5% | -55.4% | -31.0% |
| 3M | -50.0% | +37.3% | -87.3% | -52.1% |
| 6M | -39.2% | +31.2% | -70.4% | -41.8% |
| YTD | -11.4% | -7.4% | -4.1% | -12.1% |
| 1Y | -11.7% | -9.6% | -2.1% | -12.1% |
| 3Y | +319.6% | +1.9% | +317.7% | +311.0% |
| 5Y | +794.8% | -21.1% | +815.9% | +798.8% |
| 10Y | +926.9% | +171.8% | +755.1% | +803.1% |
| All | +5,932.7% | +14,564.8% | -8,632.1% | +4,085.9% |
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