+36.6%
CAVA vs TYL
+9.1%
+27.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -3.5% | +0.5% | -4.1% | -3.8% |
| 30D | +13.8% | +25.2% | -11.4% | +4.2% |
| 3M | -1.7% | +31.8% | -33.4% | -12.2% |
| 6M | -25.2% | +36.3% | -61.5% | -35.1% |
| YTD | +1.9% | -6.3% | +8.2% | +5.0% |
| 1Y | +21.4% | -9.5% | +30.9% | +27.6% |
| 3Y | +92.5% | +1.6% | +90.8% | +75.3% |
| All | +36.6% | +9.1% | +27.5% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling