+463.1%
CIEN vs TYL
+2.6%
+460.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.7% | +4.8% |
| 7D | -24.1% | +6.7% | -30.8% | -22.6% |
| 30D | -45.5% | +26.5% | -72.0% | -42.0% |
| 3M | -39.7% | +37.3% | -77.0% | -35.0% |
| 6M | -57.8% | +31.2% | -89.0% | -54.3% |
| YTD | +4.1% | -7.4% | +11.4% | +19.8% |
| 1Y | +20.8% | -9.6% | +30.4% | +39.7% |
| 3Y | +463.1% | +1.9% | +461.2% | +553.3% |
| All | +463.1% | +2.6% | +460.6% | +553.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling