+117.6%
CTAS vs TYL
-22.0%
+139.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +0.7% | +4.3% | -3.6% | -0.7% |
| 30D | +11.3% | +28.0% | -16.7% | +2.4% |
| 3M | +11.4% | +32.3% | -20.9% | +0.8% |
| 6M | +35.6% | +29.9% | +5.7% | +22.9% |
| YTD | +20.7% | -7.1% | +27.8% | +21.9% |
| 1Y | +22.8% | -9.2% | +32.1% | +25.1% |
| 3Y | +73.4% | +0.7% | +72.7% | +66.0% |
| 5Y | +117.6% | -21.1% | +138.7% | +127.5% |
| All | +117.6% | -22.0% | +139.6% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling