+1,026.6%
CDNS vs TYL
+115.8%
+910.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -1.8% |
| 7D | -14.0% | -3.7% | -10.3% | -12.2% |
| 30D | -13.2% | +18.7% | -31.9% | -21.5% |
| 3M | -28.9% | +18.1% | -47.0% | -36.8% |
| 6M | -4.2% | -1.1% | -3.0% | -6.1% |
| YTD | -6.4% | -19.8% | +13.4% | +2.9% |
| 1Y | -16.2% | -34.3% | +18.1% | +3.5% |
| 3Y | +20.2% | -8.2% | +28.4% | +14.5% |
| 5Y | +76.6% | -25.4% | +102.1% | +90.2% |
| All | +1,026.6% | +115.8% | +910.9% | +584.3% |
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