+335.7%
CSCO vs TYL
+183.3%
+152.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +6.6% | -1.6% | +8.1% | +7.0% |
| 30D | -11.3% | +22.1% | -33.5% | -16.4% |
| 3M | -17.3% | +33.4% | -50.7% | -24.4% |
| 6M | +3.5% | +36.8% | -33.3% | -7.3% |
| YTD | +34.9% | -6.7% | +41.6% | +35.2% |
| 1Y | +40.5% | -9.2% | +49.7% | +42.0% |
| 3Y | +109.3% | +1.2% | +108.1% | +99.3% |
| 5Y | +105.9% | -23.0% | +128.9% | +111.9% |
| All | +335.7% | +183.3% | +152.4% | +164.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling