+3,335.1%
CVNA vs TYL
+151.9%
+3,183.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.2% | +4.2% |
| 7D | +5.9% | +3.5% | +2.4% | +2.2% |
| 30D | +19.7% | +26.9% | -7.2% | -6.9% |
| 3M | +7.6% | +33.8% | -26.2% | -22.4% |
| 6M | -2.2% | +28.8% | -31.0% | -29.8% |
| YTD | -9.6% | -7.9% | -1.8% | -11.0% |
| 1Y | +25.4% | -9.8% | +35.2% | +25.3% |
| 3Y | +1,152.6% | +1.2% | +1,151.4% | +907.5% |
| 5Y | +28.9% | -22.8% | +51.7% | +56.4% |
| All | +3,335.1% | +151.9% | +3,183.2% | +1,721.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling