-11.1%
CHRW vs TYL
-10.1%
-1.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.4% | -0.7% |
| 7D | +4.9% | +17.3% | -12.4% | +1.6% |
| 30D | -4.8% | +28.9% | -33.7% | -9.2% |
| 3M | -13.1% | +35.1% | -48.2% | -18.2% |
| 6M | -16.3% | +29.3% | -45.7% | -20.1% |
| YTD | -15.8% | -6.8% | -9.0% | -23.2% |
| 1Y | -11.1% | -9.9% | -1.2% | -19.0% |
| All | -11.1% | -10.1% | -1.1% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling