-38.5%
CAT vs TYL
+31.6%
-70.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.1% | -5.5% |
| 7D | -14.5% | +15.1% | -29.6% | -7.7% |
| 30D | -35.7% | +30.1% | -65.8% | -25.9% |
| 3M | -36.3% | +40.4% | -76.7% | -22.8% |
| 6M | -38.5% | +31.3% | -69.8% | -26.1% |
| All | -38.5% | +31.6% | -70.1% | -26.1% |
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 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