+74.5%
CSX vs TYL
+5.0%
+69.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.5% |
| 7D | -2.7% | +15.1% | -17.8% | -4.0% |
| 30D | +7.0% | +30.1% | -23.0% | +4.4% |
| 3M | -0.3% | +40.4% | -40.7% | -3.5% |
| 6M | +13.5% | +31.3% | -17.7% | +10.3% |
| YTD | +41.5% | -5.2% | +46.7% | +45.0% |
| 1Y | +45.8% | -6.6% | +52.4% | +49.8% |
| All | +74.5% | +5.0% | +69.5% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling