+168.8%
TYL vs CRL
+400.8%
-232.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -1.9% |
| 7D | +3.5% | +4.4% | -0.8% | +1.8% |
| 30D | +26.9% | +17.1% | +9.8% | +19.9% |
| 3M | +33.8% | +32.1% | +1.7% | +21.4% |
| 6M | +28.8% | +98.9% | -70.1% | +2.0% |
| YTD | -7.9% | +77.1% | -85.0% | -25.0% |
| 1Y | -9.8% | +110.3% | -120.0% | -30.6% |
| 3Y | +1.2% | +108.5% | -107.3% | -29.0% |
| 5Y | -22.8% | -7.9% | -15.0% | -26.1% |
| 10Y | +168.8% | +368.9% | -200.1% | +38.3% |
| All | +168.8% | +400.8% | -232.0% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling