+11,678.5%
TYL vs CGNX
+12,397.0%
-718.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -8.6% | +3.2% | -11.8% | -9.1% |
| 30D | +7.5% | -3.7% | +11.3% | +8.0% |
| 3M | +10.9% | +1.0% | +9.9% | +9.6% |
| 6M | -6.7% | +22.1% | -28.8% | -11.6% |
| YTD | -24.5% | +72.7% | -97.2% | -34.9% |
| 1Y | -38.6% | +40.4% | -79.0% | -45.3% |
| 3Y | -12.6% | +45.2% | -57.9% | -24.9% |
| 5Y | -28.2% | -26.7% | -1.6% | -30.3% |
| 10Y | +104.0% | +178.5% | -74.5% | +49.5% |
| All | +11,678.5% | +12,397.0% | -718.5% | +3,941.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling