+5.0%
CARR vs TYL
-10.9%
+15.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.4% | -0.6% |
| 7D | +3.2% | -7.6% | +10.8% | +4.0% |
| 30D | -7.7% | +11.3% | -19.0% | -8.7% |
| 3M | -11.9% | +14.5% | -26.4% | -13.6% |
| 6M | +2.0% | -7.1% | +9.2% | +4.0% |
| YTD | +13.2% | -23.4% | +36.5% | +21.9% |
| 1Y | -8.5% | -38.6% | +30.0% | +6.7% |
| 3Y | +5.0% | -11.3% | +16.3% | +1.6% |
| All | +5.0% | -10.9% | +15.8% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling