+3,265.8%
CVNA vs TYL
+109.5%
+3,156.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.6% | +4.7% |
| 7D | +3.5% | -7.6% | +11.1% | +11.7% |
| 30D | +5.5% | +11.3% | -5.9% | -6.8% |
| 3M | +7.6% | +14.5% | -6.9% | -10.8% |
| 6M | +17.6% | -7.1% | +24.7% | +19.2% |
| YTD | -11.5% | -23.4% | +11.9% | +6.8% |
| 1Y | +0.4% | -38.6% | +38.9% | +53.4% |
| 3Y | +695.6% | -11.3% | +706.9% | +635.2% |
| 5Y | +13.6% | -28.0% | +41.5% | +51.8% |
| All | +3,265.8% | +109.5% | +3,156.2% | +2,085.3% |
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 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