+441.9%
CARR vs TYL
+36.7%
+405.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +2.1% |
| 7D | +1.6% | -3.7% | +5.2% | +2.5% |
| 30D | -8.7% | +18.7% | -27.5% | -13.0% |
| 3M | -12.6% | +18.1% | -30.7% | -17.3% |
| 6M | -1.5% | -1.1% | -0.4% | -2.6% |
| YTD | +14.3% | -19.8% | +34.1% | +20.6% |
| 1Y | -4.6% | -34.3% | +29.7% | +8.3% |
| 3Y | +7.3% | -8.2% | +15.6% | +4.8% |
| 5Y | +11.6% | -25.4% | +37.1% | +13.6% |
| All | +441.9% | +36.7% | +405.3% | +318.5% |
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