-9.9%
TYL vs CAPR
+47.4%
-57.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.3% | -3.6% | +4.7% |
| 7D | +17.3% | +43.2% | -25.9% | +17.4% |
| 30D | +28.9% | +14.7% | +14.2% | +28.9% |
| 3M | +35.1% | +113.9% | -78.8% | +35.5% |
| 6M | +29.3% | -73.4% | +102.7% | +29.2% |
| YTD | -6.8% | -69.1% | +62.3% | -6.9% |
| 1Y | -9.9% | +47.2% | -57.1% | -10.3% |
| All | -9.9% | +47.4% | -57.3% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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