+26,381.5%
CTAS vs TYL
+14,737.8%
+11,643.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | +10.7% | +25.2% | -14.4% | +8.1% |
| 3M | +11.0% | +31.8% | -20.8% | +7.6% |
| 6M | +38.7% | +36.3% | +2.5% | +33.9% |
| YTD | +21.8% | -6.3% | +28.0% | +21.7% |
| 1Y | +23.6% | -9.5% | +33.0% | +24.0% |
| 3Y | +74.9% | +1.6% | +73.3% | +73.0% |
| 5Y | +119.5% | -21.8% | +141.2% | +121.6% |
| 10Y | +820.2% | +183.3% | +636.9% | +727.4% |
| All | +26,381.5% | +14,737.8% | +11,643.7% | +16,921.1% |
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