+304.8%
CSCO vs TYL
+168.7%
+136.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.4% |
| 7D | -10.2% | +6.7% | -16.9% | -11.8% |
| 30D | -20.1% | +26.5% | -46.6% | -25.4% |
| 3M | -22.4% | +37.3% | -59.7% | -29.7% |
| 6M | +2.8% | +31.2% | -28.4% | -6.8% |
| YTD | +23.6% | -7.4% | +31.0% | +24.2% |
| 1Y | +34.0% | -9.6% | +43.6% | +35.5% |
| 3Y | +89.3% | +1.9% | +87.4% | +79.7% |
| 5Y | +87.9% | -21.1% | +109.0% | +91.0% |
| All | +304.8% | +168.7% | +136.2% | +146.1% |
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 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