+31.0%
CAVA vs TYL
+8.6%
+22.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | -4.4% | -1.6% | -2.9% | -3.9% |
| 30D | +8.2% | +22.1% | -13.9% | +0.1% |
| 3M | -17.4% | +33.4% | -50.8% | -26.6% |
| 6M | -25.7% | +36.8% | -62.5% | -35.6% |
| YTD | -2.3% | -6.7% | +4.4% | +0.9% |
| 1Y | +17.6% | -9.2% | +26.9% | +23.4% |
| 3Y | +84.6% | +1.2% | +83.4% | +68.4% |
| All | +31.0% | +8.6% | +22.4% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling