-22.4%
TYL vs CRL
-10.4%
-12.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.8% | -10.1% | -4.0% |
| 7D | +6.7% | -6.1% | +12.8% | +7.8% |
| 30D | +26.5% | +12.4% | +14.2% | +22.0% |
| 3M | +37.3% | +27.1% | +10.2% | +28.0% |
| 6M | +31.2% | +85.7% | -54.6% | +10.2% |
| YTD | -7.4% | +69.2% | -76.6% | -20.8% |
| 1Y | -9.6% | +97.5% | -107.1% | -25.9% |
| 3Y | +1.9% | +86.1% | -84.2% | -22.0% |
| All | -22.4% | -10.4% | -12.0% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling