+106.3%
CNH vs TYL
+183.3%
-77.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | +6.4% | -1.6% | +8.0% | +6.8% |
| 30D | -1.6% | +22.1% | -23.8% | -7.1% |
| 3M | +11.6% | +33.4% | -21.8% | +2.6% |
| 6M | +12.5% | +36.8% | -24.3% | +1.6% |
| YTD | +31.1% | -6.7% | +37.8% | +31.7% |
| 1Y | +17.0% | -9.2% | +26.2% | +18.7% |
| 3Y | +28.7% | +1.2% | +27.6% | +22.6% |
| 5Y | -17.4% | -23.0% | +5.6% | -15.6% |
| All | +106.3% | +183.3% | -77.0% | +31.8% |
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