+25.6%
CDNS vs TYL
+0.8%
+24.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | +2.4% | +4.3% | -1.9% | +1.3% |
| 30D | -6.0% | +28.0% | -34.0% | -12.2% |
| 3M | -0.1% | +32.3% | -32.4% | -8.0% |
| 6M | -8.6% | +29.9% | -38.5% | -16.0% |
| YTD | +6.1% | -7.1% | +13.2% | +9.2% |
| 1Y | +0.8% | -9.2% | +10.0% | +4.5% |
| All | +25.6% | +0.8% | +24.9% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling