-24.8%
TYL vs CRL
-35.5%
+10.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.4% | -3.6% |
| 7D | -3.7% | -1.0% | -2.7% | -3.4% |
| 30D | +18.7% | +10.7% | +8.1% | +15.7% |
| 3M | +18.1% | +55.3% | -37.1% | +5.0% |
| 6M | -1.1% | +60.7% | -61.8% | -13.7% |
| YTD | -19.8% | +44.6% | -64.4% | -28.0% |
| 1Y | -34.3% | +77.7% | -112.1% | -44.4% |
| 3Y | -8.2% | +37.6% | -45.9% | -21.2% |
| All | -24.8% | -35.5% | +10.8% | -12.6% |
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 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