+3.3%
CAT vs TYL
-8.1%
+11.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.1% |
| 7D | -6.3% | +4.3% | -10.6% | -4.6% |
| 30D | -26.8% | +28.0% | -54.7% | -19.6% |
| 3M | -30.0% | +32.3% | -62.4% | -21.9% |
| 6M | -34.6% | +29.9% | -64.5% | -25.9% |
| YTD | +2.9% | -7.1% | +10.0% | +11.4% |
| 1Y | +3.3% | -9.2% | +12.5% | +11.9% |
| All | +3.3% | -8.1% | +11.3% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling