+66.2%
CART vs TYL
-9.6%
+75.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.3% |
| 7D | +3.0% | +6.7% | -3.7% | +0.8% |
| 30D | +28.6% | +26.5% | +2.0% | +18.7% |
| 3M | +29.1% | +37.3% | -8.2% | +16.1% |
| 6M | +44.7% | +31.2% | +13.6% | +31.5% |
| YTD | +29.2% | -7.4% | +36.6% | +30.0% |
| 1Y | +66.2% | -9.6% | +75.7% | +68.8% |
| All | +66.2% | -9.6% | +75.7% | +68.8% |
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