+61.3%
CHRW vs TYL
-20.9%
+82.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.5% |
| 7D | -0.1% | +0.5% | -0.6% | -0.2% |
| 30D | -4.3% | +25.2% | -29.5% | -9.5% |
| 3M | -7.4% | +31.8% | -39.2% | -13.9% |
| 6M | -20.7% | +36.3% | -57.0% | -27.3% |
| YTD | -15.9% | -6.3% | -9.6% | -15.8% |
| 1Y | -9.9% | -9.5% | -0.4% | -9.0% |
| 3Y | +79.0% | +1.6% | +77.3% | +73.0% |
| 5Y | +61.3% | -21.8% | +83.1% | +54.8% |
| All | +61.3% | -20.9% | +82.2% | +54.8% |
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 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