+137.4%
CRWV vs TYL
-40.8%
+178.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.9% |
| 7D | +17.3% | -8.6% | +25.9% | +17.1% |
| 30D | +7.7% | +7.5% | +0.1% | +7.1% |
| 3M | -3.6% | +10.9% | -14.5% | -4.8% |
| 6M | +27.6% | -6.7% | +34.3% | +32.8% |
| YTD | +32.6% | -24.5% | +57.1% | +56.1% |
| 1Y | -5.3% | -38.6% | +33.4% | +33.5% |
| All | +137.4% | -40.8% | +178.1% | +253.2% |
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