+40.7%
CVS vs TYL
+115.8%
-75.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.1% |
| 7D | +4.0% | -3.7% | +7.6% | +4.5% |
| 30D | -2.4% | +18.7% | -21.1% | -5.0% |
| 3M | +2.7% | +18.1% | -15.5% | -0.3% |
| 6M | +21.9% | -1.1% | +23.0% | +21.5% |
| YTD | +24.7% | -19.8% | +44.6% | +28.6% |
| 1Y | +35.4% | -34.3% | +69.8% | +44.7% |
| 3Y | +65.2% | -8.2% | +73.4% | +63.4% |
| 5Y | +30.5% | -25.4% | +56.0% | +32.4% |
| All | +40.7% | +115.8% | -75.1% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling