+4.3%
TYL vs CAPR
+200.7%
-196.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +1.7% |
| 7D | +15.1% | +29.7% | -14.6% | +15.1% |
| 30D | +30.1% | +11.0% | +19.1% | +30.1% |
| 3M | +40.4% | +118.8% | -78.5% | +40.5% |
| 6M | +31.3% | -73.9% | +105.2% | +31.3% |
| YTD | -5.2% | -70.2% | +65.0% | -5.2% |
| 1Y | -6.6% | +38.3% | -44.9% | -7.5% |
| All | +4.3% | +200.7% | -196.4% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling