+445.7%
CSX vs TYL
+174.9%
+270.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.8% |
| 7D | -2.7% | +15.1% | -17.8% | -6.4% |
| 30D | +7.0% | +30.1% | -23.0% | -0.4% |
| 3M | -0.3% | +40.4% | -40.7% | -9.5% |
| 6M | +13.5% | +31.3% | -17.7% | +4.1% |
| YTD | +41.5% | -5.2% | +46.7% | +41.3% |
| 1Y | +45.8% | -6.6% | +52.4% | +46.2% |
| 3Y | +74.4% | +3.4% | +71.0% | +65.2% |
| 5Y | +53.6% | -19.3% | +72.9% | +54.2% |
| All | +445.7% | +174.9% | +270.7% | +264.3% |
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