+25,810.5%
CTAS vs TYL
+14,564.8%
+11,245.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.5% |
| 7D | +1.2% | +6.7% | -5.5% | +0.5% |
| 30D | +12.8% | +26.5% | -13.8% | +9.9% |
| 3M | +10.3% | +37.3% | -27.0% | +6.4% |
| 6M | +32.0% | +31.2% | +0.8% | +27.9% |
| YTD | +19.1% | -7.4% | +26.5% | +19.3% |
| 1Y | +21.5% | -9.6% | +31.0% | +21.9% |
| 3Y | +76.0% | +1.9% | +74.1% | +74.1% |
| 5Y | +110.9% | -21.1% | +132.0% | +112.8% |
| 10Y | +849.8% | +171.8% | +678.0% | +757.1% |
| All | +25,810.5% | +14,564.8% | +11,245.6% | +16,575.2% |
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