+6.0%
CTSH vs TYL
+5.0%
+1.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.3% |
| 7D | +6.4% | +15.1% | -8.7% | -0.8% |
| 30D | +16.3% | +30.1% | -13.8% | +1.9% |
| 3M | +20.0% | +40.4% | -20.4% | +1.6% |
| 6M | +29.9% | +31.3% | -1.3% | +12.9% |
| YTD | -18.4% | -5.2% | -13.2% | -21.0% |
| 1Y | -8.9% | -6.6% | -2.3% | -11.4% |
| All | +6.0% | +5.0% | +1.0% | +1.8% |
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 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