+5,537.2%
ANET vs TYL
+352.4%
+5,184.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +3.0% |
| 7D | -0.8% | -3.7% | +2.9% | +0.7% |
| 30D | -1.8% | +18.7% | -20.5% | -9.5% |
| 3M | +16.7% | +18.1% | -1.4% | +5.4% |
| 6M | +43.7% | -1.1% | +44.8% | +39.7% |
| YTD | +47.9% | -19.8% | +67.7% | +57.1% |
| 1Y | +37.3% | -34.3% | +71.6% | +60.7% |
| 3Y | +292.7% | -8.2% | +301.0% | +271.4% |
| 5Y | +753.8% | -25.4% | +779.3% | +786.9% |
| 10Y | +3,730.1% | +115.6% | +3,614.5% | +2,229.8% |
| All | +5,537.2% | +352.4% | +5,184.9% | +2,416.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling