+15,232.8%
CAH vs TYL
+12,593.6%
+2,639.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.3% |
| 7D | +5.4% | -3.7% | +9.1% | +5.7% |
| 30D | +3.3% | +18.7% | -15.4% | +1.9% |
| 3M | +22.8% | +18.1% | +4.7% | +21.1% |
| 6M | +11.3% | -1.1% | +12.4% | +11.0% |
| YTD | +21.1% | -19.8% | +40.9% | +22.5% |
| 1Y | +67.2% | -34.3% | +101.6% | +71.6% |
| 3Y | +195.6% | -8.2% | +203.9% | +194.7% |
| 5Y | +413.8% | -25.4% | +439.3% | +416.0% |
| 10Y | +309.6% | +115.6% | +194.0% | +279.6% |
| All | +15,232.8% | +12,593.6% | +2,639.1% | +10,342.0% |
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