+48.9%
CIEN vs TYL
-10.1%
+58.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.7% | -14.0% | -5.9% |
| 7D | -25.0% | +17.3% | -42.3% | -15.4% |
| 30D | -30.1% | +28.9% | -59.0% | -15.4% |
| 3M | -33.8% | +35.1% | -68.8% | -16.5% |
| 6M | -49.4% | +29.3% | -78.8% | -35.1% |
| YTD | +16.4% | -6.8% | +23.2% | +25.0% |
| 1Y | +48.9% | -9.9% | +58.8% | +55.4% |
| All | +48.9% | -10.1% | +58.9% | +55.4% |
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