+334.3%
CHTR vs TYL
+1,700.3%
-1,366.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.6% |
| 7D | -1.1% | -3.7% | +2.6% | -0.1% |
| 30D | -0.8% | +18.7% | -19.5% | -5.8% |
| 3M | +17.8% | +18.1% | -0.4% | +11.7% |
| 6M | -34.5% | -1.1% | -33.4% | -35.0% |
| YTD | -27.2% | -19.8% | -7.4% | -23.8% |
| 1Y | -41.4% | -34.3% | -7.1% | -35.0% |
| 3Y | -64.0% | -8.2% | -55.8% | -64.2% |
| 5Y | -81.3% | -25.4% | -55.8% | -80.7% |
| 10Y | -44.1% | +115.6% | -159.7% | -58.6% |
| All | +334.3% | +1,700.3% | -1,366.1% | +64.1% |
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