+761.9%
ANET vs TYL
-29.1%
+791.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.5% |
| 7D | +3.7% | -8.6% | +12.3% | +6.9% |
| 30D | +0.7% | +7.5% | -6.8% | -2.5% |
| 3M | +26.8% | +10.9% | +15.9% | +19.2% |
| 6M | +40.7% | -6.7% | +47.4% | +41.6% |
| YTD | +47.2% | -24.5% | +71.8% | +62.4% |
| 1Y | +36.0% | -38.6% | +74.6% | +66.5% |
| 3Y | +292.8% | -12.6% | +305.4% | +271.8% |
| 5Y | +761.9% | -28.2% | +790.2% | +802.0% |
| All | +761.9% | -29.1% | +791.1% | +802.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling