+60.0%
TYL vs CLBK
+67.9%
-7.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.7% | +1.2% | -4.9% | -4.0% |
| 30D | +18.7% | +9.1% | +9.6% | +16.3% |
| 3M | +18.1% | +27.7% | -9.6% | +11.6% |
| 6M | -1.1% | +40.8% | -42.0% | -8.7% |
| YTD | -19.8% | +66.4% | -86.2% | -28.9% |
| 1Y | -34.3% | +72.4% | -106.7% | -42.4% |
| 3Y | -8.2% | +50.7% | -58.9% | -18.7% |
| 5Y | -25.4% | +42.9% | -68.4% | -35.4% |
| All | +60.0% | +67.9% | -7.9% | +33.7% |
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