+12,412.3%
TYL vs CHD
+10,220.8%
+2,191.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.7% | -2.7% | -1.0% | -3.0% |
| 30D | +18.7% | -4.6% | +23.4% | +20.1% |
| 3M | +18.1% | +5.0% | +13.1% | +16.8% |
| 6M | -1.1% | -3.2% | +2.1% | -0.4% |
| YTD | -19.8% | +18.6% | -38.4% | -23.4% |
| 1Y | -34.3% | +4.8% | -39.1% | -35.4% |
| 3Y | -8.2% | +6.1% | -14.4% | -10.8% |
| 5Y | -25.4% | +24.0% | -49.4% | -30.8% |
| 10Y | +115.6% | +124.5% | -8.9% | +70.0% |
| All | +12,412.3% | +10,220.8% | +2,191.5% | +4,247.6% |
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