+516.6%
CIEN vs TYL
+1.8%
+514.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.3% |
| 7D | -9.3% | +4.3% | -13.6% | -8.0% |
| 30D | -39.5% | +28.0% | -67.5% | -35.4% |
| 3M | -29.8% | +32.3% | -62.2% | -24.6% |
| 6M | -50.4% | +29.9% | -80.3% | -46.1% |
| YTD | +16.3% | -7.1% | +23.5% | +34.1% |
| 1Y | +30.4% | -9.2% | +39.6% | +50.9% |
| 3Y | +516.6% | +0.7% | +515.9% | +617.3% |
| All | +516.6% | +1.8% | +514.8% | +617.3% |
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