+3,637.8%
ANET vs TYL
+100.8%
+3,537.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.1% |
| 7D | -1.3% | -11.5% | +10.3% | +4.1% |
| 30D | -4.5% | +3.9% | -8.4% | -6.8% |
| 3M | +24.5% | +10.8% | +13.7% | +15.2% |
| 6M | +35.4% | -5.3% | +40.7% | +34.0% |
| YTD | +44.2% | -26.1% | +70.3% | +59.9% |
| 1Y | +25.4% | -38.5% | +63.9% | +53.2% |
| 3Y | +284.8% | -14.5% | +299.2% | +270.6% |
| 5Y | +761.7% | -28.9% | +790.6% | +810.1% |
| All | +3,637.8% | +100.8% | +3,537.0% | +1,999.2% |
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