+224.3%
CTVA vs TYL
+62.5%
+161.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.2% | -1.1% |
| 7D | -2.1% | -7.6% | +5.5% | -0.1% |
| 30D | +12.0% | +11.3% | +0.7% | +8.9% |
| 3M | +13.5% | +14.5% | -1.0% | +9.2% |
| 6M | +12.1% | -7.1% | +19.3% | +13.3% |
| YTD | +29.0% | -23.4% | +52.4% | +36.8% |
| 1Y | +18.9% | -38.6% | +57.4% | +34.5% |
| 3Y | +78.9% | -11.3% | +90.2% | +78.0% |
| 5Y | +105.2% | -28.0% | +133.2% | +113.4% |
| All | +224.3% | +62.5% | +161.7% | +93.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling