+283.0%
CHTR vs TYL
+1,985.4%
-1,702.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.7% |
| 3M | -12.5% | +32.3% | -44.9% | -19.6% |
| 6M | -13.4% | +29.9% | -43.3% | -20.4% |
| YTD | -35.8% | -7.1% | -28.7% | -35.6% |
| 1Y | -36.3% | -9.2% | -27.1% | -35.8% |
| 3Y | -67.3% | +0.7% | -68.0% | -68.3% |
| 5Y | -80.9% | -21.1% | -59.8% | -80.7% |
| 10Y | -50.5% | +180.8% | -231.3% | -66.0% |
| All | +283.0% | +1,985.4% | -1,702.3% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling