+650.2%
CTAS vs TYL
+116.1%
+534.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +1.3% |
| 7D | -1.8% | -3.7% | +1.9% | -0.4% |
| 30D | -0.2% | +18.7% | -18.9% | -6.9% |
| 3M | +11.7% | +18.1% | -6.4% | +4.1% |
| 6M | +0.7% | -1.1% | +1.8% | -0.1% |
| YTD | +7.4% | -19.8% | +27.2% | +14.6% |
| 1Y | -2.1% | -34.3% | +32.2% | +13.4% |
| 3Y | +62.9% | -8.2% | +71.2% | +59.6% |
| 5Y | +111.9% | -25.4% | +137.3% | +121.1% |
| All | +650.2% | +116.1% | +534.1% | +401.0% |
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