+12,651.7%
TYL vs CRL
+1,505.2%
+11,146.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +2.9% |
| 7D | +15.1% | -16.8% | +31.9% | +20.9% |
| 30D | +30.1% | +2.6% | +27.4% | +27.9% |
| 3M | +40.4% | +20.1% | +20.3% | +31.1% |
| 6M | +31.3% | +68.8% | -37.6% | +9.4% |
| YTD | -5.2% | +56.9% | -62.1% | -20.0% |
| 1Y | -6.6% | +86.7% | -93.3% | -25.4% |
| 3Y | +3.4% | +72.1% | -68.7% | -21.6% |
| 5Y | -19.3% | -16.6% | -2.7% | -23.8% |
| 10Y | +178.1% | +359.0% | -180.9% | +47.5% |
| All | +12,651.7% | +1,505.2% | +11,146.5% | +4,014.9% |
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