+31.2%
CNH vs TYL
+396.0%
-364.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.6% | -4.4% |
| 7D | -0.4% | +15.1% | -15.4% | -4.2% |
| 30D | -15.2% | +30.1% | -45.3% | -21.2% |
| 3M | +4.3% | +40.4% | -36.1% | -5.5% |
| 6M | +10.1% | +31.3% | -21.2% | +0.5% |
| YTD | +23.2% | -5.2% | +28.4% | +22.6% |
| 1Y | +8.5% | -6.6% | +15.1% | +8.5% |
| 3Y | +4.1% | +3.4% | +0.7% | -1.4% |
| 5Y | -17.8% | -19.3% | +1.4% | -17.8% |
| 10Y | +113.3% | +178.1% | -64.8% | +40.1% |
| All | +31.2% | +396.0% | -364.8% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling