+361.1%
CSCO vs TYL
+116.1%
+245.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.6% | +1.7% |
| 7D | -0.7% | -3.7% | +3.0% | +0.3% |
| 30D | -10.1% | +18.7% | -28.9% | -14.8% |
| 3M | -15.7% | +18.1% | -33.8% | -20.7% |
| 6M | +36.3% | -1.1% | +37.4% | +34.7% |
| YTD | +43.8% | -19.8% | +63.6% | +51.2% |
| 1Y | +63.9% | -34.3% | +98.3% | +83.6% |
| 3Y | +104.4% | -8.2% | +112.6% | +99.6% |
| 5Y | +111.4% | -25.4% | +136.8% | +116.3% |
| All | +361.1% | +116.1% | +245.0% | +203.4% |
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