+30.2%
CNH vs TYL
+1.3%
+28.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +3.0% | +0.8% | +2.2% | +3.0% |
| 30D | -0.6% | +21.1% | -21.7% | -2.1% |
| 3M | +14.6% | +28.9% | -14.3% | +12.5% |
| 6M | +11.8% | +42.0% | -30.3% | +8.6% |
| YTD | +30.4% | -6.6% | +37.0% | +36.3% |
| 1Y | +19.1% | -9.1% | +28.1% | +25.3% |
| 3Y | +30.2% | +1.8% | +28.3% | +33.1% |
| All | +30.2% | +1.3% | +28.8% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling