-10.8%
CHRW vs TYL
-9.8%
-1.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | +4.7% | -1.6% | +6.3% | +5.1% |
| 30D | -2.6% | +22.1% | -24.7% | -6.2% |
| 3M | -8.0% | +33.4% | -41.4% | -13.3% |
| 6M | -19.0% | +36.8% | -55.8% | -24.1% |
| YTD | -15.5% | -6.7% | -8.8% | -22.3% |
| 1Y | -10.8% | -9.2% | -1.6% | -17.8% |
| All | -10.8% | -9.8% | -1.0% | -17.8% |
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