-34.3%
TYL vs CGNX
+42.4%
-76.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -3.4% |
| 7D | -3.7% | +3.0% | -6.6% | -3.0% |
| 30D | +18.7% | -11.8% | +30.6% | +15.5% |
| 3M | +18.1% | -3.6% | +21.7% | +18.4% |
| 6M | -1.1% | +17.4% | -18.5% | +4.3% |
| YTD | -19.8% | +73.7% | -93.6% | -10.4% |
| 1Y | -34.3% | +41.5% | -75.8% | -26.5% |
| All | -34.3% | +42.4% | -76.7% | -26.5% |
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