+1.7%
TYL vs CHD
+29.4%
-27.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.6% | +0.4% | -1.9% | -1.7% |
| 30D | +22.1% | +11.6% | +10.5% | +18.9% |
| 3M | +33.4% | +10.7% | +22.7% | +30.0% |
| 6M | +36.8% | +20.2% | +16.6% | +31.6% |
| YTD | -6.7% | +34.5% | -41.2% | -12.3% |
| 1Y | -9.2% | +32.6% | -41.8% | -14.5% |
| All | +1.7% | +29.4% | -27.7% | -4.0% |
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