+58.8%
CART vs TYL
-8.4%
+67.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.9% |
| 7D | +1.2% | +15.1% | -13.9% | -3.3% |
| 30D | +27.1% | +30.1% | -3.0% | +16.5% |
| 3M | +27.4% | +40.4% | -12.9% | +14.0% |
| 6M | +32.1% | +31.3% | +0.8% | +20.2% |
| YTD | +28.5% | -5.2% | +33.7% | +27.2% |
| 1Y | +58.8% | -6.6% | +65.4% | +57.8% |
| All | +58.8% | -8.4% | +67.2% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling