+18,766.1%
CAT vs TYL
+14,656.9%
+4,109.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.7% | -9.9% | -5.7% |
| 7D | -17.1% | +17.3% | -34.4% | -18.4% |
| 30D | -30.1% | +28.9% | -59.0% | -31.9% |
| 3M | -32.4% | +35.1% | -67.4% | -34.5% |
| 6M | -32.1% | +29.3% | -61.4% | -34.3% |
| YTD | +4.1% | -6.8% | +10.9% | +3.4% |
| 1Y | +8.9% | -9.9% | +18.8% | +8.5% |
| 3Y | +155.5% | +1.7% | +153.8% | +150.4% |
| 5Y | +215.5% | -21.6% | +237.1% | +214.4% |
| 10Y | +788.9% | +173.5% | +615.4% | +683.7% |
| All | +18,766.1% | +14,656.9% | +4,109.2% | +11,356.5% |
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