+72.2%
CHRW vs TYL
+0.5%
+71.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +0.2% | +3.5% | -3.3% | -0.6% |
| 30D | -9.4% | +26.9% | -36.3% | -13.8% |
| 3M | -13.3% | +33.8% | -47.1% | -18.8% |
| 6M | -24.2% | +28.8% | -53.0% | -28.6% |
| YTD | -18.9% | -7.9% | -11.0% | -18.9% |
| 1Y | -12.4% | -9.8% | -2.6% | -12.1% |
| 3Y | +72.2% | +1.2% | +71.1% | +78.1% |
| All | +72.2% | +0.5% | +71.7% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling