+113.9%
CNH vs TYL
+185.3%
-71.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | +6.7% | +0.5% | +6.1% | +6.4% |
| 30D | +7.2% | +25.2% | -18.0% | +0.6% |
| 3M | +17.5% | +31.8% | -14.3% | +8.4% |
| 6M | +15.0% | +36.3% | -21.3% | +3.9% |
| YTD | +36.8% | -6.3% | +43.0% | +37.3% |
| 1Y | +27.6% | -9.5% | +37.1% | +29.6% |
| 3Y | +34.3% | +1.6% | +32.7% | +27.7% |
| 5Y | -12.2% | -21.8% | +9.5% | -10.8% |
| 10Y | +113.9% | +183.3% | -69.4% | +37.1% |
| All | +113.9% | +185.3% | -71.4% | +37.1% |
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 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