+10,686.1%
TYL vs CRL
+1,379.5%
+9,306.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.4% | -3.5% |
| 7D | -3.7% | -1.0% | -2.7% | -3.4% |
| 30D | +18.7% | +10.7% | +8.1% | +15.0% |
| 3M | +18.1% | +55.3% | -37.1% | +2.5% |
| 6M | -1.1% | +60.7% | -61.8% | -16.2% |
| YTD | -19.8% | +44.6% | -64.4% | -29.8% |
| 1Y | -34.3% | +77.7% | -112.1% | -46.4% |
| 3Y | -8.2% | +37.6% | -45.9% | -24.4% |
| 5Y | -25.4% | -35.8% | +10.4% | -22.9% |
| 10Y | +115.6% | +241.7% | -126.2% | +26.2% |
| All | +10,686.1% | +1,379.5% | +9,306.6% | +3,509.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling