+1,460.5%
CIEN vs TYL
+102.8%
+1,357.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -4.6% | -8.6% | +4.0% | -2.3% |
| 30D | -12.8% | +7.5% | -20.4% | -15.3% |
| 3M | -23.1% | +10.9% | -34.0% | -27.2% |
| 6M | +6.1% | -6.7% | +12.8% | +4.9% |
| YTD | +44.5% | -24.5% | +69.0% | +53.4% |
| 1Y | +176.6% | -38.6% | +215.3% | +220.6% |
| 3Y | +601.0% | -12.6% | +613.6% | +573.2% |
| 5Y | +509.1% | -28.2% | +537.4% | +518.4% |
| 10Y | +1,460.5% | +104.0% | +1,356.5% | +944.4% |
| All | +1,460.5% | +102.8% | +1,357.7% | +944.4% |
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 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