+41.1%
CVS vs TYL
-37.9%
+79.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.8% |
| 7D | -1.6% | -7.6% | +6.0% | -1.8% |
| 30D | +0.4% | +11.3% | -10.9% | +0.8% |
| 3M | -0.4% | +14.5% | -14.9% | +0.1% |
| 6M | +25.1% | -7.1% | +32.3% | +25.5% |
| YTD | +23.9% | -23.4% | +47.3% | +27.0% |
| 1Y | +41.1% | -38.6% | +79.6% | +41.1% |
| All | +41.1% | -37.9% | +79.0% | +41.1% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling