+1,163.4%
CVNA vs TYL
+1.3%
+1,162.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | +0.8% | -2.5% | -2.0% |
| 30D | +24.9% | +21.1% | +3.7% | +14.5% |
| 3M | -1.8% | +28.9% | -30.7% | -13.1% |
| 6M | +3.5% | +42.0% | -38.5% | -13.9% |
| YTD | -14.3% | -6.6% | -7.7% | -8.8% |
| 1Y | +13.6% | -9.1% | +22.7% | +22.4% |
| 3Y | +1,163.4% | +1.8% | +1,161.6% | +1,141.6% |
| All | +1,163.4% | +1.3% | +1,162.1% | +1,141.6% |
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