-67.3%
CHTR vs TYL
+1.8%
-69.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.8% | +9.8% | +10.4% |
| 7D | +17.8% | +4.3% | +13.5% | +16.5% |
| 30D | +29.7% | +28.0% | +1.7% | +21.3% |
| 3M | -12.5% | +32.3% | -44.9% | -19.1% |
| 6M | -13.4% | +29.9% | -43.3% | -19.9% |
| YTD | -35.8% | -7.1% | -28.7% | -34.5% |
| 1Y | -36.3% | -9.2% | -27.1% | -34.5% |
| 3Y | -67.3% | +0.7% | -68.0% | -67.0% |
| All | -67.3% | +1.8% | -69.1% | -67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling