+123.6%
CHRW vs TYL
+168.7%
-45.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.8% |
| 7D | +0.6% | +6.7% | -6.1% | -1.0% |
| 30D | -7.3% | +26.5% | -33.8% | -12.5% |
| 3M | -14.2% | +37.3% | -51.5% | -20.9% |
| 6M | -25.1% | +31.2% | -56.2% | -30.6% |
| YTD | -21.2% | -7.4% | -13.8% | -21.0% |
| 1Y | -14.2% | -9.6% | -4.6% | -13.5% |
| 3Y | +63.5% | +1.9% | +61.6% | +58.1% |
| 5Y | +49.6% | -21.1% | +70.7% | +49.3% |
| All | +123.6% | +168.7% | -45.1% | +69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling