+23,259.7%
CTAS vs TYL
+12,593.6%
+10,666.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.1% |
| 7D | -1.8% | -3.7% | +1.9% | -1.4% |
| 30D | -0.2% | +18.7% | -18.9% | -2.1% |
| 3M | +11.7% | +18.1% | -6.4% | +9.6% |
| 6M | +0.7% | -1.1% | +1.8% | +0.6% |
| YTD | +7.4% | -19.8% | +27.2% | +9.3% |
| 1Y | -2.1% | -34.3% | +32.2% | +1.7% |
| 3Y | +62.9% | -8.2% | +71.2% | +63.1% |
| 5Y | +111.9% | -25.4% | +137.3% | +115.5% |
| 10Y | +652.2% | +115.6% | +536.6% | +594.9% |
| All | +23,259.7% | +12,593.6% | +10,666.1% | +15,183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling