+193,139.0%
CSCO vs TYL
+15,089.5%
+178,049.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.7% | -9.3% | -7.8% |
| 7D | -11.9% | +15.1% | -26.9% | -13.6% |
| 30D | -18.8% | +30.1% | -48.9% | -21.8% |
| 3M | -21.2% | +40.4% | -61.6% | -25.1% |
| 6M | +1.9% | +31.3% | -29.4% | -2.7% |
| YTD | +26.1% | -5.2% | +31.3% | +25.3% |
| 1Y | +34.7% | -6.6% | +41.3% | +34.1% |
| 3Y | +94.0% | +3.4% | +90.7% | +89.5% |
| 5Y | +91.6% | -19.3% | +110.9% | +91.3% |
| 10Y | +323.2% | +178.1% | +145.0% | +259.7% |
| All | +193,139.0% | +15,089.5% | +178,049.4% | +106,213.8% |
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