-32.4%
CHTR vs TYL
-8.8%
-23.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +17.2% | +0.8% | +16.4% | +17.0% |
| 30D | +31.6% | +21.1% | +10.5% | +26.8% |
| 3M | -11.6% | +28.9% | -40.5% | -15.9% |
| 6M | -3.3% | +42.0% | -45.3% | -9.2% |
| YTD | -33.7% | -6.6% | -27.1% | -33.9% |
| 1Y | -32.4% | -9.1% | -23.4% | -31.9% |
| All | -32.4% | -8.8% | -23.6% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling