+87.9%
CIEN vs TYL
+19,691.1%
-19,603.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.7% | +6.0% |
| 7D | -24.1% | +6.7% | -30.8% | -25.6% |
| 30D | -45.5% | +26.5% | -72.0% | -49.3% |
| 3M | -39.7% | +37.3% | -77.0% | -45.6% |
| 6M | -57.8% | +31.2% | -89.0% | -62.3% |
| YTD | +4.1% | -7.4% | +11.4% | 0.0% |
| 1Y | +20.8% | -9.6% | +30.4% | +16.7% |
| 3Y | +463.1% | +1.9% | +461.2% | +421.2% |
| 5Y | +302.3% | -21.1% | +323.4% | +294.4% |
| 10Y | +1,164.4% | +171.8% | +992.6% | +780.0% |
| All | +87.9% | +19,691.1% | -19,603.1% | -52.6% |
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