+1,206.6%
CIEN vs TYL
+183.3%
+1,023.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +27.4% | -1.6% | +28.9% | +27.8% |
| 30D | -26.6% | +22.1% | -48.7% | -30.8% |
| 3M | -32.0% | +33.4% | -65.3% | -38.1% |
| 6M | -49.1% | +36.8% | -85.9% | -55.3% |
| YTD | +25.7% | -6.7% | +32.4% | +24.9% |
| 1Y | +40.3% | -9.2% | +49.5% | +40.7% |
| 3Y | +566.2% | +1.2% | +565.0% | +519.8% |
| 5Y | +378.7% | -23.0% | +401.7% | +389.0% |
| All | +1,206.6% | +183.3% | +1,023.3% | +658.5% |
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