+1,199.9%
CDNS vs TYL
+185.3%
+1,014.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | -0.1% | +0.5% | -0.6% | -0.5% |
| 30D | -5.5% | +25.2% | -30.7% | -17.3% |
| 3M | +0.5% | +31.8% | -31.2% | -15.3% |
| 6M | -9.6% | +36.3% | -45.9% | -27.0% |
| YTD | +5.3% | -6.3% | +11.6% | +4.7% |
| 1Y | +3.4% | -9.5% | +12.8% | +4.7% |
| 3Y | +25.9% | +1.6% | +24.3% | +13.1% |
| 5Y | +85.8% | -21.8% | +107.5% | +94.8% |
| 10Y | +1,199.9% | +183.3% | +1,016.6% | +573.8% |
| All | +1,199.9% | +185.3% | +1,014.6% | +573.8% |
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