+104.7%
CSCO vs TYL
+0.5%
+104.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.2% |
| 7D | -2.9% | +3.5% | -6.4% | -3.2% |
| 30D | -16.7% | +26.9% | -43.6% | -18.6% |
| 3M | -18.4% | +33.8% | -52.3% | -21.2% |
| 6M | +2.9% | +28.8% | -25.9% | -0.2% |
| YTD | +30.4% | -7.9% | +38.3% | +34.5% |
| 1Y | +41.4% | -9.8% | +51.1% | +46.4% |
| 3Y | +104.7% | +1.2% | +103.5% | +107.5% |
| All | +104.7% | +0.5% | +104.1% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling