+504.6%
CSX vs TYL
+116.1%
+388.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.9% |
| 7D | -3.4% | -3.7% | +0.3% | -2.4% |
| 30D | -3.1% | +18.7% | -21.8% | -7.7% |
| 3M | +7.2% | +18.1% | -11.0% | +1.6% |
| 6M | +16.2% | -1.1% | +17.3% | +15.1% |
| YTD | +37.5% | -19.8% | +57.4% | +44.1% |
| 1Y | +53.2% | -34.3% | +87.5% | +70.9% |
| 3Y | +68.2% | -8.2% | +76.5% | +64.0% |
| 5Y | +65.2% | -25.4% | +90.6% | +68.1% |
| All | +504.6% | +116.1% | +388.4% | +343.8% |
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 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