+97.7%
CAVA vs TYL
+0.5%
+97.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.6% |
| 7D | +0.5% | +3.5% | -3.0% | -0.7% |
| 30D | +16.2% | +26.9% | -10.7% | +7.1% |
| 3M | -0.1% | +33.8% | -34.0% | -10.1% |
| 6M | -21.5% | +28.8% | -50.3% | -29.0% |
| YTD | +6.2% | -7.9% | +14.1% | +10.0% |
| 1Y | +28.2% | -9.8% | +38.0% | +34.1% |
| 3Y | +97.7% | +1.2% | +96.6% | +77.9% |
| All | +97.7% | +0.5% | +97.2% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling