+122.5%
CRWV vs TYL
-41.8%
+164.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -0.4% | -7.5% | +7.1% | -0.6% |
| 30D | -17.4% | +6.0% | -23.4% | -17.8% |
| 3M | -7.1% | +13.9% | -21.0% | -9.4% |
| 6M | +8.6% | -3.3% | +11.9% | +10.9% |
| YTD | +24.3% | -25.8% | +50.1% | +46.3% |
| 1Y | -21.0% | -39.2% | +18.2% | +10.7% |
| All | +122.5% | -41.8% | +164.3% | +230.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling