+14,355.3%
TYL vs CHD
+11,349.8%
+3,005.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.8% |
| 7D | +6.7% | +2.0% | +4.7% | +6.2% |
| 30D | +26.5% | +13.0% | +13.5% | +22.8% |
| 3M | +37.3% | +6.1% | +31.2% | +35.4% |
| 6M | +31.2% | +15.9% | +15.3% | +26.6% |
| YTD | -7.4% | +31.6% | -39.0% | -13.7% |
| 1Y | -9.6% | +28.5% | -38.0% | -15.2% |
| 3Y | +1.9% | +30.5% | -28.6% | -5.7% |
| 5Y | -21.1% | +30.7% | -51.8% | -27.7% |
| 10Y | +171.8% | +184.2% | -12.4% | +102.7% |
| All | +14,355.3% | +11,349.8% | +3,005.6% | +4,798.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling