+51.5%
CART vs TYL
-6.3%
+57.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.8% | -0.1% |
| 7D | +1.0% | -3.7% | +4.7% | +2.1% |
| 30D | +12.6% | +18.7% | -6.1% | +7.2% |
| 3M | +23.1% | +18.1% | +5.0% | +17.0% |
| 6M | +39.5% | -1.1% | +40.7% | +38.7% |
| YTD | +13.5% | -19.8% | +33.3% | +18.0% |
| 1Y | +14.9% | -34.3% | +49.2% | +25.3% |
| All | +51.5% | -6.3% | +57.8% | +37.8% |
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 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