+84.9%
TYL vs CLBK
+59.4%
+25.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | +6.7% | +0.6% | +6.0% | +6.5% |
| 30D | +26.5% | +2.9% | +23.7% | +25.8% |
| 3M | +37.3% | +3.0% | +34.3% | +36.2% |
| 6M | +31.2% | +27.3% | +3.9% | +23.9% |
| YTD | -7.4% | +58.0% | -65.4% | -16.9% |
| 1Y | -9.6% | +62.4% | -71.9% | -19.5% |
| 3Y | +1.9% | +46.9% | -45.0% | -9.2% |
| 5Y | -21.1% | +25.3% | -46.4% | -29.0% |
| All | +84.9% | +59.4% | +25.4% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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