+131.2%
CTVA vs TYL
+97.9%
+33.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.5% | -23.8% | -24.2% |
| 7D | -23.7% | -1.6% | -22.1% | -23.3% |
| 30D | -31.2% | +22.1% | -53.3% | -34.8% |
| 3M | -18.7% | +33.4% | -52.1% | -24.8% |
| 6M | -25.5% | +36.8% | -62.3% | -31.9% |
| YTD | -8.0% | -6.7% | -1.3% | -7.5% |
| 1Y | -7.0% | -9.2% | +2.2% | -5.8% |
| 3Y | +45.2% | +1.2% | +44.0% | +40.2% |
| 5Y | +32.3% | -23.0% | +55.3% | +39.0% |
| All | +131.2% | +97.9% | +33.3% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling