-10.0%
TYL vs CHD
+30.9%
-40.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.3% |
| 7D | +3.5% | +0.8% | +2.7% | +3.2% |
| 30D | +26.9% | +13.5% | +13.4% | +21.1% |
| 3M | +33.8% | +8.1% | +25.7% | +29.4% |
| 6M | +28.8% | +19.9% | +9.0% | +22.5% |
| YTD | -7.9% | +34.0% | -41.9% | -17.7% |
| All | -10.0% | +30.9% | -40.9% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling