+1,652.2%
CVS vs TYL
+14,564.8%
-12,912.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.3% |
| 7D | -7.1% | +6.7% | -13.8% | -7.6% |
| 30D | -4.0% | +26.5% | -30.5% | -5.8% |
| 3M | -12.2% | +37.3% | -49.5% | -14.5% |
| 6M | -2.2% | +31.2% | -33.3% | -4.5% |
| YTD | +8.9% | -7.4% | +16.3% | +8.8% |
| 1Y | +9.9% | -9.6% | +19.4% | +9.9% |
| 3Y | +32.1% | +1.9% | +30.2% | +30.5% |
| 5Y | +5.7% | -21.1% | +26.8% | +5.5% |
| 10Y | +39.0% | +171.8% | -132.8% | +26.1% |
| All | +1,652.2% | +14,564.8% | -12,912.6% | +1,095.9% |
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 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