-49.3%
CHTR vs TYL
+102.8%
-152.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.5% | -6.7% | -7.7% |
| 7D | -15.8% | -8.6% | -7.2% | -13.5% |
| 30D | -12.7% | +7.5% | -20.2% | -14.6% |
| 3M | -1.1% | +10.9% | -12.0% | -4.5% |
| 6M | -39.9% | -6.7% | -33.2% | -39.3% |
| YTD | -35.9% | -24.5% | -11.3% | -31.4% |
| 1Y | -49.2% | -38.6% | -10.5% | -41.9% |
| 3Y | -68.3% | -12.6% | -55.7% | -67.9% |
| 5Y | -83.0% | -28.2% | -54.7% | -82.3% |
| 10Y | -49.3% | +104.0% | -153.3% | -58.5% |
| All | -49.3% | +102.8% | -152.1% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling