+303.7%
ANET vs TYL
-11.6%
+315.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.0% |
| 7D | +3.0% | -7.6% | +10.6% | +3.7% |
| 30D | +3.3% | +11.3% | -8.0% | +2.0% |
| 3M | +24.7% | +14.5% | +10.2% | +21.7% |
| 6M | +46.7% | -7.1% | +53.9% | +50.3% |
| YTD | +48.8% | -23.4% | +72.2% | +60.0% |
| 1Y | +39.2% | -38.6% | +77.8% | +60.6% |
| All | +303.7% | -11.6% | +315.3% | +288.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling