+75.7%
CART vs TYL
+9.0%
+66.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +0.2% |
| 7D | +1.4% | +17.3% | -15.9% | -3.3% |
| 30D | +29.7% | +28.9% | +0.8% | +20.3% |
| 3M | +29.7% | +35.1% | -5.3% | +18.7% |
| 6M | +36.8% | +29.3% | +7.5% | +26.1% |
| YTD | +31.7% | -6.8% | +38.4% | +30.7% |
| 1Y | +62.4% | -9.9% | +72.3% | +62.4% |
| 3Y | +120.1% | +1.7% | +118.4% | +108.0% |
| All | +75.7% | +9.0% | +66.8% | +52.6% |
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