+63.9%
CSCO vs TYL
-34.2%
+98.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.6% | +0.6% |
| 7D | -0.7% | -3.7% | +3.0% | -0.6% |
| 30D | -10.1% | +18.7% | -28.9% | -10.7% |
| 3M | -15.7% | +18.1% | -33.8% | -16.2% |
| 6M | +36.3% | -1.1% | +37.4% | +39.6% |
| YTD | +43.8% | -19.8% | +63.6% | +46.0% |
| 1Y | +63.9% | -34.3% | +98.3% | +62.9% |
| All | +63.9% | -34.2% | +98.1% | +62.9% |
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