+189,363.8%
CSCO vs TYL
+14,743.3%
+174,620.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.7% |
| 7D | -10.2% | +6.7% | -16.9% | -11.0% |
| 30D | -20.1% | +26.5% | -46.6% | -22.7% |
| 3M | -22.4% | +37.3% | -59.7% | -25.9% |
| 6M | +2.8% | +31.2% | -28.4% | -1.9% |
| YTD | +23.6% | -7.4% | +31.0% | +23.2% |
| 1Y | +34.0% | -9.6% | +43.6% | +34.0% |
| 3Y | +89.3% | +1.9% | +87.4% | +85.2% |
| 5Y | +87.9% | -21.1% | +109.0% | +88.1% |
| 10Y | +314.9% | +171.8% | +143.1% | +253.8% |
| All | +189,363.8% | +14,743.3% | +174,620.5% | +104,457.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling