+3.1%
CTSH vs TYL
+2.6%
+0.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.5% | -1.6% |
| 7D | -0.6% | +6.7% | -7.3% | -3.8% |
| 30D | +13.4% | +26.5% | -13.1% | +0.7% |
| 3M | +14.4% | +37.3% | -22.9% | -2.0% |
| 6M | +27.7% | +31.2% | -3.4% | +11.3% |
| YTD | -20.6% | -7.4% | -13.3% | -22.2% |
| 1Y | -9.1% | -9.6% | +0.4% | -10.3% |
| 3Y | +3.1% | +1.9% | +1.2% | +0.2% |
| All | +3.1% | +2.6% | +0.5% | +0.2% |
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