+25.2%
CVNA vs TYL
-10.1%
+35.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.7% | +4.1% | +7.8% |
| 7D | +31.3% | +17.3% | +14.1% | +27.2% |
| 30D | +21.7% | +28.9% | -7.2% | +15.9% |
| 3M | +14.0% | +35.1% | -21.1% | +7.4% |
| 6M | +3.0% | +29.3% | -26.3% | -2.0% |
| YTD | -8.1% | -6.8% | -1.3% | -11.3% |
| 1Y | +25.2% | -9.9% | +35.1% | +18.7% |
| All | +25.2% | -10.1% | +35.2% | +18.7% |
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