+86.8%
CHRW vs TYL
-25.2%
+112.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +2.1% |
| 7D | -1.4% | -3.7% | +2.3% | -0.5% |
| 30D | -3.5% | +18.7% | -22.2% | -7.7% |
| 3M | -19.4% | +18.1% | -37.5% | -23.2% |
| 6M | -21.4% | -1.1% | -20.2% | -21.6% |
| YTD | -7.1% | -19.8% | +12.7% | -3.2% |
| 1Y | +17.8% | -34.3% | +52.1% | +29.3% |
| 3Y | +78.8% | -8.2% | +87.0% | +76.9% |
| All | +86.8% | -25.2% | +112.0% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling