-9.3%
CHTR vs TYL
+33.5%
-42.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.8% | +9.8% | +10.3% |
| 7D | +17.8% | +4.3% | +13.5% | +16.1% |
| 30D | +29.7% | +28.0% | +1.7% | +19.4% |
| 3M | -12.5% | +32.3% | -44.9% | -20.9% |
| All | -9.3% | +33.5% | -42.8% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling