+25.6%
CTAS vs TYL
-10.1%
+35.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.3% | +1.4% |
| 7D | +7.6% | +17.3% | -9.6% | +4.1% |
| 30D | +17.2% | +28.9% | -11.7% | +11.3% |
| 3M | +12.8% | +35.1% | -22.3% | +5.8% |
| 6M | +38.0% | +29.3% | +8.6% | +29.3% |
| YTD | +22.7% | -6.8% | +29.5% | +22.8% |
| 1Y | +25.6% | -9.9% | +35.6% | +27.3% |
| All | +25.6% | -10.1% | +35.7% | +27.3% |
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 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