+425.9%
CARR vs TYL
+28.6%
+397.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | +0.6% | -8.6% | +9.2% | +3.0% |
| 30D | -8.7% | +7.5% | -16.2% | -10.6% |
| 3M | -18.4% | +10.9% | -29.3% | -21.5% |
| 6M | -0.6% | -6.7% | +6.1% | -0.1% |
| YTD | +10.9% | -24.5% | +35.4% | +18.9% |
| 1Y | -7.3% | -38.6% | +31.3% | +7.2% |
| 3Y | +2.9% | -12.6% | +15.5% | +1.6% |
| 5Y | +9.6% | -28.2% | +37.9% | +12.7% |
| All | +425.9% | +28.6% | +397.3% | +312.7% |
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