+74.1%
CTAS vs TYL
+0.5%
+73.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | -0.7% | +3.5% | -4.2% | -1.6% |
| 30D | +10.3% | +26.9% | -16.6% | +3.6% |
| 3M | +10.2% | +33.8% | -23.6% | +1.6% |
| 6M | +34.4% | +28.8% | +5.5% | +24.6% |
| YTD | +19.6% | -7.9% | +27.4% | +21.5% |
| 1Y | +21.8% | -9.8% | +31.6% | +24.6% |
| 3Y | +74.1% | +1.2% | +72.9% | +72.5% |
| All | +74.1% | +0.5% | +73.6% | +72.5% |
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