-13.5%
TYL vs CGNX
+43.9%
-57.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -11.5% | +1.5% | -13.0% | -11.5% |
| 30D | +3.9% | -1.8% | +5.7% | +3.8% |
| 3M | +10.8% | +5.3% | +5.5% | +11.0% |
| 6M | -5.3% | +22.3% | -27.6% | -4.9% |
| YTD | -26.1% | +72.2% | -98.3% | -27.6% |
| 1Y | -38.5% | +39.8% | -78.4% | -38.4% |
| All | -13.5% | +43.9% | -57.3% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling