+677.7%
CAT vs TYL
+182.7%
+495.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.5% |
| 7D | -6.3% | +4.3% | -10.6% | -6.9% |
| 30D | -26.8% | +28.0% | -54.7% | -29.6% |
| 3M | -30.0% | +32.3% | -62.4% | -33.4% |
| 6M | -34.6% | +29.9% | -64.5% | -38.0% |
| YTD | +2.9% | -7.1% | +10.0% | +4.1% |
| 1Y | +3.3% | -9.2% | +12.5% | +5.0% |
| 3Y | +153.7% | +0.7% | +153.0% | +146.8% |
| 5Y | +207.3% | -21.1% | +228.3% | +213.2% |
| All | +677.7% | +182.7% | +495.0% | +395.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling