+383.2%
CARR vs TYL
+58.3%
+324.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -4.3% | +4.3% | -8.6% | -5.3% |
| 30D | -4.2% | +28.0% | -32.1% | -10.4% |
| 3M | -16.1% | +32.3% | -48.4% | -22.5% |
| 6M | -20.1% | +29.9% | -50.0% | -26.6% |
| YTD | +1.9% | -7.1% | +9.0% | +3.1% |
| 1Y | -6.1% | -9.2% | +3.1% | -4.2% |
| 3Y | +7.3% | +0.7% | +6.5% | +2.7% |
| 5Y | +4.4% | -21.1% | +25.4% | +4.6% |
| All | +383.2% | +58.3% | +324.9% | +257.9% |
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 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