-9.9%
TYL vs CRL
+85.3%
-95.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -7.3% | +12.0% | +5.6% |
| 7D | +17.3% | -12.8% | +30.0% | +19.2% |
| 30D | +28.9% | +5.0% | +23.9% | +26.5% |
| 3M | +35.1% | +39.4% | -4.3% | +24.7% |
| 6M | +29.3% | +89.4% | -60.0% | +11.0% |
| YTD | -6.8% | +63.6% | -70.3% | -15.3% |
| 1Y | -9.9% | +83.5% | -93.4% | -20.6% |
| All | -9.9% | +85.3% | -95.3% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling