+199.4%
CTVA vs TYL
+96.5%
+102.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.6% |
| 7D | +2.2% | +6.7% | -4.4% | +0.5% |
| 30D | -17.6% | +26.5% | -44.2% | -22.7% |
| 3M | +3.4% | +37.3% | -33.9% | -5.1% |
| 6M | -2.6% | +31.2% | -33.7% | -10.1% |
| YTD | +19.1% | -7.4% | +26.5% | +20.0% |
| 1Y | +26.8% | -9.6% | +36.3% | +28.5% |
| 3Y | +63.9% | +1.9% | +62.0% | +57.7% |
| 5Y | +75.7% | -21.1% | +96.8% | +82.2% |
| All | +199.4% | +96.5% | +102.9% | +69.3% |
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