+13.0%
CVNA vs TYL
-25.2%
+38.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +6.0% |
| 7D | +0.7% | -3.7% | +4.4% | +4.6% |
| 30D | +7.4% | +18.7% | -11.4% | -12.4% |
| 3M | +12.7% | +18.1% | -5.4% | -11.2% |
| 6M | +17.9% | -1.1% | +19.0% | +11.7% |
| YTD | -11.6% | -19.8% | +8.2% | +5.4% |
| 1Y | +0.8% | -34.3% | +35.1% | +54.3% |
| 3Y | +633.4% | -8.2% | +641.7% | +485.7% |
| All | +13.0% | -25.2% | +38.1% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling