+43.3%
CTVA vs TYL
+1.3%
+41.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -20.8% | +0.8% | -21.6% | -20.9% |
| 30D | -29.6% | +21.1% | -50.7% | -32.0% |
| 3M | -16.9% | +28.9% | -45.8% | -20.7% |
| 6M | -24.3% | +42.0% | -66.3% | -28.9% |
| YTD | -5.6% | -6.6% | +1.0% | -3.8% |
| 1Y | -4.2% | -9.1% | +4.9% | -1.7% |
| 3Y | +43.3% | +1.8% | +41.4% | +42.5% |
| All | +43.3% | +1.3% | +41.9% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling