+83.7%
CDNS vs TYL
-22.1%
+105.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +7.0% | -1.6% | +8.6% | +7.7% |
| 30D | -0.3% | +22.1% | -22.4% | -9.7% |
| 3M | +3.2% | +33.4% | -30.2% | -11.3% |
| 6M | -6.9% | +36.8% | -43.7% | -22.5% |
| YTD | +6.6% | -6.7% | +13.3% | +8.1% |
| 1Y | +5.6% | -9.2% | +14.9% | +8.5% |
| 3Y | +27.4% | +1.2% | +26.3% | +16.4% |
| 5Y | +83.7% | -23.0% | +106.7% | +112.1% |
| All | +83.7% | -22.1% | +105.8% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling