+165.3%
CNH vs TYL
+116.1%
+49.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.0% | +8.1% | +5.1% |
| 7D | +23.3% | -3.7% | +27.0% | +24.5% |
| 30D | +33.5% | +18.7% | +14.7% | +27.0% |
| 3M | +32.7% | +18.1% | +14.6% | +25.8% |
| 6M | +22.2% | -1.1% | +23.3% | +20.8% |
| YTD | +57.7% | -19.8% | +77.5% | +65.6% |
| 1Y | +28.0% | -34.3% | +62.3% | +43.7% |
| 3Y | +11.5% | -8.2% | +19.8% | +8.6% |
| 5Y | +11.9% | -25.4% | +37.3% | +14.3% |
| All | +165.3% | +116.1% | +49.1% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling