+147.9%
CIEN vs TYL
+17,030.8%
-16,882.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +2.2% |
| 7D | -15.2% | -3.7% | -11.5% | -14.4% |
| 30D | -21.5% | +18.7% | -40.2% | -25.4% |
| 3M | -40.1% | +18.1% | -58.2% | -43.8% |
| 6M | -6.6% | -1.1% | -5.4% | -9.5% |
| YTD | +37.3% | -19.8% | +57.1% | +39.0% |
| 1Y | +174.5% | -34.3% | +208.9% | +192.5% |
| 3Y | +562.3% | -8.2% | +570.5% | +538.2% |
| 5Y | +463.9% | -25.4% | +489.4% | +468.5% |
| 10Y | +1,302.4% | +115.6% | +1,186.8% | +952.3% |
| All | +147.9% | +17,030.8% | -16,882.9% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling