+31.3%
TYL vs CRL
+79.2%
-47.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +1.6% |
| 7D | +15.1% | -16.8% | +31.9% | +14.9% |
| 30D | +30.1% | +2.6% | +27.4% | +27.7% |
| 3M | +40.4% | +20.1% | +20.3% | +35.8% |
| 6M | +31.3% | +68.8% | -37.6% | +21.1% |
| All | +31.3% | +79.2% | -47.9% | +21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling