+3,494.0%
ANET vs TYL
+183.6%
+3,310.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.6% |
| 7D | +15.5% | +0.8% | +14.7% | +15.1% |
| 30D | +1.0% | +21.1% | -20.2% | -7.9% |
| 3M | -3.1% | +28.9% | -32.0% | -15.1% |
| 6M | +40.2% | +42.0% | -1.8% | +13.8% |
| YTD | +50.6% | -6.6% | +57.2% | +48.7% |
| 1Y | +51.4% | -9.1% | +60.5% | +51.4% |
| 3Y | +275.3% | +1.8% | +273.4% | +235.0% |
| 5Y | +500.3% | -22.9% | +523.3% | +520.7% |
| All | +3,494.0% | +183.6% | +3,310.4% | +1,578.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling