+38.7%
CTSH vs TYL
+169.5%
-130.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.8% |
| 7D | +1.8% | +4.3% | -2.5% | -0.1% |
| 30D | +9.8% | +28.0% | -18.2% | -2.0% |
| 3M | +12.1% | +32.3% | -20.2% | -1.3% |
| 6M | +27.4% | +29.9% | -2.5% | +13.0% |
| YTD | -20.3% | -7.1% | -13.2% | -19.2% |
| 1Y | -8.8% | -9.2% | +0.4% | -6.7% |
| 3Y | +4.0% | +0.7% | +3.3% | -0.4% |
| 5Y | -12.2% | -21.1% | +8.9% | -9.3% |
| 10Y | +38.7% | +180.8% | -142.1% | -20.9% |
| All | +38.7% | +169.5% | -130.8% | -20.9% |
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