+18.9%
CTVA vs TYL
-37.9%
+56.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.2% | -1.9% |
| 7D | -2.1% | -7.6% | +5.5% | -1.5% |
| 30D | +12.0% | +11.3% | +0.7% | +11.3% |
| 3M | +13.5% | +14.5% | -1.0% | +12.9% |
| 6M | +12.1% | -7.1% | +19.3% | +12.6% |
| YTD | +29.0% | -23.4% | +52.4% | +31.9% |
| 1Y | +18.9% | -38.6% | +57.4% | +44.6% |
| All | +18.9% | -37.9% | +56.7% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling