-1.1%
CDNS vs TYL
-10.1%
+9.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.2% |
| 7D | -3.8% | +17.3% | -21.0% | -5.9% |
| 30D | -6.8% | +28.9% | -35.7% | -10.7% |
| 3M | -3.3% | +35.1% | -38.3% | -8.6% |
| 6M | -5.7% | +29.3% | -35.0% | -10.2% |
| YTD | +5.4% | -6.8% | +12.2% | +7.6% |
| 1Y | -1.1% | -9.9% | +8.8% | +0.5% |
| All | -1.1% | -10.1% | +9.0% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling