-48.2%
CHTR vs TYL
+184.6%
-232.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | +13.4% | +0.5% | +12.8% | +13.3% |
| 30D | +33.0% | +25.2% | +7.8% | +24.4% |
| 3M | -13.6% | +31.8% | -45.3% | -20.6% |
| 6M | -7.8% | +36.3% | -44.0% | -16.6% |
| YTD | -34.7% | -6.3% | -28.4% | -34.6% |
| 1Y | -34.8% | -9.5% | -25.4% | -34.0% |
| 3Y | -66.7% | +1.6% | -68.4% | -67.8% |
| 5Y | -80.4% | -21.8% | -58.6% | -80.1% |
| All | -48.2% | +184.6% | -232.8% | -61.5% |
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