+16,794.2%
CAH vs TYL
+14,564.8%
+2,229.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.7% | +1.6% |
| 7D | +8.5% | +6.7% | +1.8% | +7.9% |
| 30D | +17.0% | +26.5% | -9.5% | +14.9% |
| 3M | +14.6% | +37.3% | -22.7% | +11.7% |
| 6M | +42.5% | +31.2% | +11.4% | +39.2% |
| YTD | +33.5% | -7.4% | +40.8% | +33.4% |
| 1Y | +38.5% | -9.6% | +48.1% | +38.7% |
| 3Y | +179.0% | +1.9% | +177.1% | +175.9% |
| 5Y | +507.2% | -21.1% | +528.3% | +506.8% |
| 10Y | +448.9% | +171.8% | +277.2% | +400.2% |
| All | +16,794.2% | +14,564.8% | +2,229.4% | +11,273.2% |
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