+7.9%
CVNA vs TYL
-9.8%
+17.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -1.7% | -1.6% | -0.1% | -1.4% |
| 30D | +17.3% | +22.1% | -4.8% | +12.6% |
| 3M | -2.3% | +33.4% | -35.6% | -7.9% |
| 6M | -3.9% | +36.8% | -40.7% | -9.8% |
| YTD | -16.1% | -6.7% | -9.4% | -18.6% |
| 1Y | +7.9% | -9.2% | +17.1% | +3.2% |
| All | +7.9% | -9.8% | +17.7% | +3.2% |
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