+360.5%
RCL vs TYL
+185.3%
+175.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | +0.6% | +0.5% | +0.1% | +0.3% |
| 30D | +19.4% | +25.2% | -5.8% | +8.6% |
| 3M | +9.8% | +31.8% | -22.0% | -3.1% |
| 6M | +28.6% | +36.3% | -7.6% | +10.2% |
| YTD | +22.2% | -6.3% | +28.4% | +21.5% |
| 1Y | +29.7% | -9.5% | +39.2% | +31.4% |
| 3Y | +265.3% | +1.6% | +263.7% | +236.6% |
| 5Y | +301.8% | -21.8% | +323.5% | +304.6% |
| 10Y | +360.5% | +183.3% | +177.2% | +177.6% |
| All | +360.5% | +185.3% | +175.2% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling