+1,188.7%
CIEN vs TYL
+174.6%
+1,014.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.6% | +11.2% | +10.8% |
| 7D | -5.3% | +3.5% | -8.8% | -6.3% |
| 30D | -40.1% | +26.9% | -67.0% | -44.2% |
| 3M | -34.7% | +33.8% | -68.5% | -40.7% |
| 6M | -50.9% | +28.8% | -79.7% | -56.0% |
| YTD | +15.2% | -7.9% | +23.0% | +14.8% |
| 1Y | +35.2% | -9.8% | +44.9% | +35.5% |
| 3Y | +522.6% | +1.2% | +521.4% | +477.6% |
| 5Y | +344.2% | -22.8% | +367.0% | +351.4% |
| 10Y | +1,188.7% | +168.8% | +1,019.9% | +666.5% |
| All | +1,188.7% | +174.6% | +1,014.1% | +666.5% |
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