+187.8%
TYL vs CRL
+350.3%
-162.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +21.1% | +11.9% | +9.2% | +15.9% |
| 3M | +28.9% | +20.2% | +8.8% | +20.3% |
| 6M | +42.0% | +107.5% | -65.5% | +10.7% |
| YTD | -6.6% | +69.4% | -76.0% | -23.0% |
| 1Y | -9.1% | +99.7% | -108.8% | -29.0% |
| 3Y | +1.8% | +98.8% | -96.9% | -27.6% |
| 5Y | -22.9% | -12.4% | -10.5% | -25.1% |
| All | +187.8% | +350.3% | -162.5% | +49.7% |
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