-81.8%
CHTR vs TYL
-28.2%
-53.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.3% | -2.8% |
| 7D | -0.3% | -7.6% | +7.3% | +2.0% |
| 30D | -4.5% | +11.3% | -15.8% | -7.6% |
| 3M | +10.2% | +14.5% | -4.3% | +5.4% |
| 6M | -37.2% | -7.1% | -30.1% | -36.5% |
| YTD | -30.2% | -23.4% | -6.8% | -25.3% |
| 1Y | -44.8% | -38.6% | -6.2% | -36.4% |
| 3Y | -65.5% | -11.3% | -54.2% | -65.2% |
| 5Y | -81.8% | -28.0% | -53.8% | -81.7% |
| All | -81.8% | -28.2% | -53.6% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling