+725.3%
CAT vs TYL
+168.7%
+556.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.2% |
| 7D | -10.3% | +6.7% | -17.0% | -11.2% |
| 30D | -31.2% | +26.5% | -57.7% | -33.7% |
| 3M | -34.7% | +37.3% | -71.9% | -38.2% |
| 6M | -39.5% | +31.2% | -70.6% | -42.8% |
| YTD | -1.7% | -7.4% | +5.7% | -0.5% |
| 1Y | -1.1% | -9.6% | +8.4% | +0.6% |
| 3Y | +143.9% | +1.9% | +142.0% | +136.5% |
| 5Y | +194.8% | -21.1% | +215.9% | +200.4% |
| All | +725.3% | +168.7% | +556.7% | +428.4% |
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