+3,695.2%
CHRW vs TYL
+7,724.9%
-4,029.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.4% |
| 7D | +0.7% | +15.1% | -14.4% | -1.7% |
| 30D | -5.0% | +30.1% | -35.0% | -9.0% |
| 3M | -16.1% | +40.4% | -56.5% | -20.8% |
| 6M | -22.6% | +31.3% | -53.9% | -26.5% |
| YTD | -19.3% | -5.2% | -14.1% | -19.5% |
| 1Y | -14.9% | -6.6% | -8.3% | -15.0% |
| 3Y | +68.0% | +3.4% | +64.6% | +64.2% |
| 5Y | +53.2% | -19.3% | +72.4% | +53.5% |
| 10Y | +134.8% | +178.1% | -43.3% | +91.6% |
| All | +3,695.2% | +7,724.9% | -4,029.8% | +1,474.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling