+112.4%
CNH vs TYL
+168.7%
-56.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.0% | +3.4% |
| 7D | -1.7% | +6.7% | -8.4% | -3.5% |
| 30D | -7.2% | +26.5% | -33.8% | -13.1% |
| 3M | +6.5% | +37.3% | -30.7% | -2.8% |
| 6M | +7.9% | +31.2% | -23.3% | -1.4% |
| YTD | +26.6% | -7.4% | +33.9% | +27.5% |
| 1Y | +13.8% | -9.6% | +23.3% | +15.5% |
| 3Y | +9.2% | +1.9% | +7.3% | +3.7% |
| 5Y | -15.6% | -21.1% | +5.5% | -14.6% |
| All | +112.4% | +168.7% | -56.3% | +39.3% |
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