+1,184.7%
CIEN vs TYL
+169.5%
+1,015.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -9.3% | +4.3% | -13.6% | -10.4% |
| 30D | -39.5% | +28.0% | -67.5% | -43.7% |
| 3M | -29.8% | +32.3% | -62.2% | -36.1% |
| 6M | -50.4% | +29.9% | -80.3% | -55.6% |
| YTD | +16.3% | -7.1% | +23.5% | +15.8% |
| 1Y | +30.4% | -9.2% | +39.6% | +30.6% |
| 3Y | +516.6% | +0.7% | +515.9% | +474.3% |
| 5Y | +349.8% | -21.1% | +370.8% | +353.1% |
| 10Y | +1,184.7% | +180.8% | +1,003.9% | +658.0% |
| All | +1,184.7% | +169.5% | +1,015.2% | +658.0% |
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 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