+25,808.1%
CAT vs TYL
+12,593.6%
+13,214.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.1% |
| 7D | +1.7% | -3.7% | +5.4% | +2.0% |
| 30D | -6.6% | +18.7% | -25.3% | -8.2% |
| 3M | -13.3% | +18.1% | -31.4% | -15.0% |
| 6M | +11.6% | -1.1% | +12.7% | +10.9% |
| YTD | +42.9% | -19.8% | +62.8% | +44.4% |
| 1Y | +95.4% | -34.3% | +129.8% | +101.0% |
| 3Y | +196.6% | -8.2% | +204.8% | +194.2% |
| 5Y | +321.7% | -25.4% | +347.1% | +323.1% |
| 10Y | +1,140.8% | +115.6% | +1,025.2% | +1,020.8% |
| All | +25,808.1% | +12,593.6% | +13,214.4% | +15,898.2% |
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