+477.0%
CIEN vs TYL
-25.2%
+502.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.7% |
| 7D | -15.2% | -3.7% | -11.5% | -14.8% |
| 30D | -21.5% | +18.7% | -40.2% | -23.9% |
| 3M | -40.1% | +18.1% | -58.2% | -42.5% |
| 6M | -6.6% | -1.1% | -5.4% | -6.9% |
| YTD | +37.3% | -19.8% | +57.1% | +46.1% |
| 1Y | +174.5% | -34.3% | +208.9% | +216.8% |
| 3Y | +562.3% | -8.2% | +570.5% | +544.3% |
| All | +477.0% | -25.2% | +502.2% | +448.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling