-22.4%
TYL vs CHD
+30.9%
-53.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.8% |
| 7D | +6.7% | +2.0% | +4.7% | +6.1% |
| 30D | +26.5% | +13.0% | +13.5% | +22.6% |
| 3M | +37.3% | +6.1% | +31.2% | +35.1% |
| 6M | +31.2% | +15.9% | +15.3% | +26.5% |
| YTD | -7.4% | +31.6% | -39.0% | -13.8% |
| 1Y | -9.6% | +28.5% | -38.0% | -15.3% |
| 3Y | +1.9% | +30.5% | -28.6% | -6.6% |
| All | -22.4% | +30.9% | -53.3% | -28.7% |
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