-9.9%
TYL vs CGNX
+31.4%
-41.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -8.7% | +13.4% | +2.0% |
| 7D | +17.3% | -9.2% | +26.5% | +14.2% |
| 30D | +28.9% | -17.6% | +46.5% | +22.4% |
| 3M | +35.1% | -25.7% | +60.8% | +25.1% |
| 6M | +29.3% | -5.5% | +34.8% | +30.5% |
| YTD | -6.8% | +48.1% | -54.9% | +4.0% |
| 1Y | -9.9% | +33.5% | -43.4% | +1.4% |
| All | -9.9% | +31.4% | -41.3% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling