+45.9%
CSCO vs TYL
-10.1%
+56.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | +0.8% |
| 7D | -6.1% | +17.3% | -23.3% | -5.6% |
| 30D | -8.2% | +28.9% | -37.1% | -7.8% |
| 3M | -14.6% | +35.1% | -49.6% | -14.5% |
| 6M | +12.7% | +29.3% | -16.6% | +13.6% |
| YTD | +37.0% | -6.8% | +43.8% | +38.3% |
| 1Y | +45.9% | -9.9% | +55.8% | +47.1% |
| All | +45.9% | -10.1% | +56.0% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling