+45.8%
CSX vs TYL
-8.4%
+54.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.3% |
| 7D | -2.7% | +15.1% | -17.8% | -2.7% |
| 30D | +7.0% | +30.1% | -23.0% | +7.3% |
| 3M | -0.3% | +40.4% | -40.7% | +0.2% |
| 6M | +13.5% | +31.3% | -17.7% | +13.9% |
| YTD | +41.5% | -5.2% | +46.7% | +43.0% |
| 1Y | +45.8% | -6.6% | +52.4% | +47.6% |
| All | +45.8% | -8.4% | +54.1% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling