+0.7%
CTAS vs TYL
+0.4%
+0.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.8% |
| 7D | -1.8% | -3.7% | +1.9% | -0.8% |
| 30D | -0.2% | +18.7% | -18.9% | -5.3% |
| 3M | +11.7% | +18.1% | -6.4% | +5.6% |
| 6M | +0.7% | -1.1% | +1.8% | -5.0% |
| All | +0.7% | +0.4% | +0.3% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling