+29.1%
CAVA vs TYL
-12.1%
+41.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.6% | -5.5% |
| 7D | -8.5% | -8.6% | 0.0% | -5.3% |
| 30D | -8.2% | +7.5% | -15.8% | -11.2% |
| 3M | -25.9% | +10.9% | -36.8% | -29.9% |
| 6M | -30.9% | -6.7% | -24.2% | -29.4% |
| YTD | -3.7% | -24.5% | +20.8% | +8.2% |
| 1Y | -13.4% | -38.6% | +25.2% | +8.8% |
| 3Y | +44.2% | -12.6% | +56.9% | +36.7% |
| All | +29.1% | -12.1% | +41.2% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling