-23.1%
TYL vs CHD
+32.8%
-55.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +0.8% | +3.4% | -2.5% | -0.1% |
| 30D | +21.1% | +10.1% | +11.0% | +18.0% |
| 3M | +28.9% | +11.9% | +17.0% | +25.0% |
| 6M | +42.0% | +19.6% | +22.4% | +35.7% |
| YTD | -6.6% | +36.0% | -42.6% | -13.9% |
| 1Y | -9.1% | +34.8% | -43.8% | -16.0% |
| 3Y | +1.8% | +28.8% | -27.0% | -6.3% |
| All | -23.1% | +32.8% | -55.9% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling