-7.2%
TYL vs CHD
+6.5%
-13.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.7% | -2.7% | -1.0% | -3.2% |
| 30D | +18.7% | -4.6% | +23.4% | +19.8% |
| 3M | +18.1% | +5.0% | +13.1% | +17.5% |
| 6M | -1.1% | -3.2% | +2.1% | -0.7% |
| YTD | -19.8% | +18.6% | -38.4% | -22.0% |
| 1Y | -34.3% | +4.8% | -39.1% | -35.0% |
| All | -7.2% | +6.5% | -13.6% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling