+39.5%
CART vs TYL
+0.4%
+39.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.8% | +0.1% |
| 7D | +1.0% | -3.7% | +4.7% | +2.3% |
| 30D | +12.6% | +18.7% | -6.1% | +6.1% |
| 3M | +23.1% | +18.1% | +5.0% | +16.3% |
| 6M | +39.5% | -1.1% | +40.7% | +41.0% |
| All | +39.5% | +0.4% | +39.2% | +41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling