-39.2%
TYL vs CGNX
+45.2%
-84.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | +1.3% |
| 7D | -7.5% | +3.2% | -10.7% | -6.8% |
| 30D | +6.0% | +6.0% | 0.0% | +7.7% |
| 3M | +13.9% | +3.5% | +10.4% | +16.0% |
| 6M | -3.3% | +26.3% | -29.6% | +3.7% |
| YTD | -25.8% | +79.2% | -105.1% | -16.4% |
| 1Y | -39.2% | +43.8% | -83.0% | -31.9% |
| All | -39.2% | +45.2% | -84.4% | -31.9% |
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